My understanding is that there's a reason everybody uses the canned stuff. It's just so hard to work with an actual pumpkin. Plus the canned stuff is purportedly also more nutritious! You're in Stockholm so you can probably find the canned pumpkin. I can't here, SIGH.
My MIL said I could pierce it and pop it in the oven like any old squash (she even said I could steam it or microwave it, but I think the weather has turned cold enough to justify the oven. Our building's heat hasn't been turned on yet!)But why reinvent the wheel...Libby's is great! But I paid 22:- for the pumpkin, and a single Libby's is probably 50:- at the American store. And its much nicer to put on display with my mums that a can would be ;)
If you roast that pumpkin and maybe add some spices you will not use canned again! Either pierce it, as you MIL suggests, or peel it and chop the meat into 1-inch chunks. You get more caramelization with the chunks. Enjoy!