Coat the bottom of a large pot with oil and place over medium heat. Add onion and squash. Cook until onion is soft and translucent, and squash just begins to soften, about 10 minutes, flipping occasionally. Add garlic and ginger, and cook for about 1 minute more, until very fragrant. Add water, raise heat to high and bring to a boil. Lower heat and simmer until squash is tender, about 10 minutes.

Working in batches, transfer the soup to a blender and blend until completely smooth. Return the soup to the pot, place over medium heat, and warm it back up to the desired temperature. Dissolve 2 tablespoons of miso in a small amount of hot water, then add it to the soup and stir. Taste test, and if desired, dissolve some more miso in hot water and add it to the soup. Keep going until you reach a balnce of sweet/savory/salty that you're happy with.

While the soup cooks, preheat the oven to 375°. Place the walnuts, maple syrup and cayenne pepper into a bowl and toss to coat. Arrange in an even layer on a baking sheet with a rim or lip and sprinkle with salt. Bake until nuts are browned and the liquid has cooked off, about 10 to 13 minutes, watching them closely to avoid burning.

Ladle soup into bowls and top with scallions and walnuts. Serve.