Peel and chop the butternut squash (if you're using fresh) and the sweet potatoes into bitesize pieces. Peel and finely chop the onion.
Heat the vegetable oil in a large saucepan or casserole pot, then gently fry the onion on a medium heat until soft and translucent.
Add the squash and sweet potatoes to the onion, then sprinkle with the curry powder and cinnamon. Stir the pot, so all the veg is coated in the spices, and let it cook for 5-7 minutes, stirring occasionally.
Add the stock and bay leaf, and give it all another stir. Scrape up all the bits that have stuck to the bottom of the pan, then bring it to the boil. Reduce the heat, pop the lid on, and let the soup simmer for 20-25 minutes.
Turn off the heat, and carefully remove the bay leaf from the pot. Use an electric hand blender to blend the soup until smooth. Check the seasoning, and adjust as needed.
Serve hot, with a swirl of natural yoghurt and a slab of good bread.