Preheat the oven to 350ºF (180ºC).
Cut the whole pumpkin in half and cut each pumpkin half into thick wedges. All the pumpkin slices might not fit in your oven at once, so you might need to bake them in two batches.
Arrange the pumpkin wedges, cut side up, on a baking tray.
Drizzle with olive oil, and sprinkle with salt, black pepper, cayenne pepper, cinnamon if using, and herbs.
Bake for 15 minutes, and lay them on their sides. Continue baking for 15 more minutes, turn them on the other side and bake for 15 more minutes, or until golden and soft.
Transfer the pumpkin wedges to the serving platter, scatter crumbled goat cheese or feta on top if you want, a drizzle of olive oil, and serve.
I also like to serve it at room temperature without the cheese, just a platter of soft pumpkin wedges.