Take care when cooking and preparing not to pierce the skin of the pumpkin, as it is all that stands between your soup and the floor of the oven.
Preheat oven to 350.F. Cut a wide circle around the stem of the pumpkin and set top aside. Remove seeds and strings from inside of pumpkin.
Place pumpkin on a rimmed baking sheet. Rub flesh with butter, fennel seed, piment d'Espelette, salt, and pepper. Add cheese, breadcrumbs, garlic, and bay leaves to cavity. Pour in enough stock to come within 3" of the top. Place the lid back on top.
Roast for 1 hour.
Remove lid from pumpkin, placing skin-side down on the baking sheet. Continue baking until pumpkin flesh is very soft.
Remove bay leaves. Adjust salt and pepper. Serve, scooping some flesh from the cavity of the pumpkin into each bowl and ladling the stock over.
From my experience roasting whole pumpkins, they retain shape quite well even after being thoroughly cooked. Focus on making sure the pumpkin flesh is thoroughly cooked rather than worrying if the pumpkin will give out.
Used 6 c. of pumpkin puree (home made) in a slow cooker instead of inside of a pumpkin. This isn't as good as I remember it being, but this may be because it wasn't roasted. Not bad, but nothing special.