Preheat oven to 450°F.
While vegetables are roasting, heat a 3 1/2 quart saucepan over medium heat and add remaining 1 tablespoon olive oil and onion. Sauté until onion is translucent, then add broth. Bring to a boil, then reduce heat to low and simmer for about 10 minutes.
If you have an immersion blender, purée the soup right in the pan and then stir in the coconut milk. If you don't, add the mixture to a blender or food processor along with the coconut milk and purée.
Watching fat? If you prefer not to eat the saturated fat found in coconut milk, substitute 1 cup of low-fat milk. Calories will reduce to 228, fat to 16g, and saturated fat to 3g. Cholesterol and sugar counts will increase slightly and the soup will no longer be dairy-free or vegan.