Cut the pumpkin into 8 wedges. Remove the seeds and fibre but leave the skin on. Brush all over with olive oil, season with salt and pepper and spread out on a large baking sheet. Roast in a preheated oven, 220°C (425°F), Gas Mark 7, for 20–25 minutes until tender, turning halfway through.
Meanwhile, make the pesto. Put the walnuts, spring onions, garlic and rocket in a food processor and process until finely chopped. With the motor running, gradually drizzle in the oils. Season the pesto with salt and pepper.
Serve the roasted pumpkin with the pesto and extra rocket leaves.