Set your oven to 350°F and cover a baking sheet with parchment paper.
With a sharp knife, slice the pumpkin in half lengthwise. Use a spoon to remove the seeds and stringy bits.
Coat the pumpkin flesh with olive oil and add a dash of salt. Set it flesh-side down on the baking sheet. Use a fork to poke the skin several times to allow steam to escape.
Place in the preheated oven for 45 to 50 minutes, or until a fork can easily pierce the flesh.
Remove the pumpkin from the oven and let it cool for about 10 minutes. Sprinkle with cinnamon and cayenne pepper if desired.
Scoop out the tender flesh and use it as a side dish, blend into a purée, or add it to your favorite recipe.