Start by peeling the butternut squash. Remove and discard the seeds. Chop into small squares (about 3/4"-1"). Roughly chop the onions and apple.
Once you're finished prepping the squash, you can begin warming the oil in a cast iron enamel or stainless steel pot over medium heat. While the oil is warming, peel and chop the apple, juice the orange, then grate a teaspoon of the orange zest.
Saute the onion for 5 minutes until soft and translucent. Add the squash, curry powder, salt and pepper, and saute for 5-10 minutes, stirring occasionally.
Add the apple, orange zest, orange juice and vegetable stock and simmer for about 20 minutes, or until the squash is soft and cooked.
Turn off the heat and add the coconut milk. Then, pour it into a high speed blender or a food processor and blend. Or, if you have an immersion blender, simply blend in the pot.
Reheat before serving if you used a blender.