Heat the olive oil in a large skillet over medium-high heat. Add pumpkin and onion; cook and stir until lightly browned. Transfer to a slow cooker. Pour in enough chicken broth to cover the pumpkin. Tie the rosemary, thyme, sage, cinnamon, and bay leaves into a piece of cheesecloth, and place in the slow cooker. Cover and cook on Low for 4 hours.
After 4 hours, remove the herb sachet. Stir in the cream, and puree the soup with a hand blender until smooth. Serve.
