Preheat oven to 400 degrees and line a baking sheet with foil. Trim ends from the squash, cut it in half lengthwise and scoop out seeds. Spray foil-lined baking sheet with cooking spray and place squash cut side down on the baking sheet. Roast squash for about an hour, until it is easily pierced with a fork. Set aside to cool. When squash is cool enough to handle, scoop flesh out of the skin and transfer to a bowl or plate.
Transfer to a blender and purée until smooth, working in batches if necessary.
Return soup to the pot and add remaining water. Season to taste with salt and pepper. Heat soup until it is warmed through, then ladle into bowls, garnish with chives and serve.