Cook the pumpkin at 300 degrees Fahrenheit until tender (to test, poke it with a fork - it is done when slightly soft to the touch). When fork-tender, cut the top of the pumpkin off like a lid, clean the inside removing all the seeds and interior flesh, being careful not to break it. Reserve flesh - it will be used to make a puree that will be the base of the filling.
In a stock pot, prepare a broth by boiling 2 liters of water with shrimp head and shells, thyme and rosemary, allowing the liquid reduce to concentrate the flavor.
Strain in a colander and reserve. Add oil, butter, chopped onion, tomato and garlic to the stock pot and simmer until soft and uniform. Return broth to vegetables in the stock pot.
Season the shrimp with salt and pepper, and add to the stock pot with the coconut milk. Boil for about 10 minutes.
Add the pumpkin puree, cilantro and cream cheese and stir until incorporated. Pour mixture into the pumpkin and sprinkle with parmesan cheese. Return to the oven and bake until slightly browned on top.
Serve piping hot, drizzled with olive oil as desired, accompanied with white rice and farofa. If desired for visual effect, garnish the pumpkin opening with shrimp, too.