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Using a sturdy knife (pumpkins are hard!), cut the pumpkin in quarters. Scoop out the seeds and stringy fibers. Separate the seeds from the fibers, and save the seeds for roasting, if desired.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes).
Arrange the pumpkin quarters, skin-side down, directly on the grill grate. Smoke for 1 hour.
Increase the temperature to 300F and roast the pumpkin until it is tender and can easily be pierced with a fork, about 90 minutes. Let cool, then separate the pumpkin flesh from the skin.
Meanwhile, melt the butter over medium heat in a 4-quart saucepan or stockpot.
Saute the onion and garlic until soft and translucent, about 5 minutes.
Stir in the brown sugar, smoked paprika, cinnamon, nutmeg, and allspice. Immediately add the apple cider, and cook for several minutes until the mixture is reduced and syrupy.
Add the pumpkin and chicken broth. Let the soup simmer for 20 to 30 minutes.
Using a blender or hand-held immersion blender, blend the soup until it is smooth. Add salt and pepper to taste. If it is too thick, stir in more chicken broth.
Divide the soup among attractive bowls and drizzle with the heavy cream. Top with a sprig of parsley, if desired.