Cut the top 1/4 off 4 pumpkins, reserving the lids and discard the seeds. Cut the remaining pumpkins in half and discard the seeds.
Bake the pumpkins (including the reserved lids), cut side down, on lightly oiled baking sheets in a preheated 350 degree oven for 40 minutes or until they are tender. (Remove the lids after about 20 minutes.) When they are cool enough to handle, scrape all the pulp out of the halved pumpkins. Scrape most of the pulp out of the remaining pumpkins, leaving just enough in each so that it retains its shape.
In a skillet cook the onion in the butter over low heat, stirring, until it is softened. Add the sage and cook for 2 minutes. Add the pumpkin pulp and chicken stock and simmer for 20 minutes.
Puree the mixture in batches in a blender and transfer it to a saucepan. Stir in salt and pepper to taste and water to thin the soup if necessary. Ladle about 1/2 cup of soup into each of 4 heated soup bowls and put one of the hollowed-out reheated pumpkin shells on top. Fill each pumpkin shell with the soup and garnish with a sprinkling of the Parmesan and some of the parsley. Top with the reserved lids.
