Heat the oil in a soup pot over medium heat. Add the onion and leek, and cook for a few minutes, until soft. Stir in the pumpkin, sweet potato, and vegetable broth. Bring to a boil, then cover and reduce heat to low.
Simmer for about 15 minutes, until vegetables are tender. Mash vegetables coarsely using a potato masher. Stir in the coconut milk, season with salt and pepper, and serve.