Preheat the oven to 375*F (190*C). Line a rimmed baking sheet with parchment paper or a silicone baking mat.
Prepare the pumpkin. Using a sharp chef's knife, carefully cut the pie pumpkin in half from top to bottom. Scoop out the seeds and stringy pulp with a spoon. (Save the seeds for roasting later, if desired.)
Roast the pumpkin. Place the halves cut-side down on the prepared baking sheet. Brush lightly with oil, if using. Roast for 45-50 minutes, or until the flesh is tender when pierced with a fork.
Cool slightly. Remove the baking sheet from the oven and let the pumpkin cool until easy to handle, about 10-15 minutes.
Scoop and blend. Scoop the soft pumpkin flesh from the skin and transfer it to a blender or food processor. Blend until smooth, adding water one tablespoon at a time if needed to reach your desired consistency.
Store for later use. Spoon the puree into airtight containers. Refrigerate up to 1 week or freeze in 1-cup portions for up to 3 months.