Preheat oven to 350°. Split pie pumpkin top to bottom; remove seeds. Rub lightly with oil all over, then place on parchment-lined sheet pan. Roast in oven until soft throughout (a wooden pick will pierce easily). Cool to handle, then remove skin. Set aside.
Sauté in butter the onion and shallot over medium heat until very soft, 6 min. Add apples and cook until soft, 2 min. Add pumpkin, stock, vinegar, seasonings and thyme. Bring to a simmer and cook 10 min.
Puree with a stick blender or (carefully) do so in counter-top blender. Pass soup through a sieve back into pot, discarding any solids. Finish with apple juice. Serve hot, with garnish of blue cheese crumbles, toasted croutons and/or bacon crumbles, as desired.