Bring the broth to a boil in a large stock pot, add millet and simmer for about 30 min, until millet is well-cooked. Add squash, mix and simmer for another 15-20 min, until squash is tender.
Puree the mixture in batches in a blender or food processor until it is reduced to a creamy texture. Add the nutmeg and pepper and reheat. Serve with a scoop of yogurt in each bowl.
NOTES: A hearty soup with millet and Japanese pumpkin -- A delicious combination, this hearty soup makes a good side dish, and is great reheated for breakfast.
* Butternut squash makes a good substitute for kabocha if you cannot find it at your local market.