Preheat oven to 350 degrees.
Cut -pumpkin in half and scoop out seeds.
Place pumpkin halves cut side down in a baking dish and add 1/4 inch water. Remove from the oven when you can easily pierce the shell with a fork (about 45 minutes - 1 hour)
While the pumpkin is baking, bring marrow bones to a boil and let simmer for 10 minutes. When the marrow is ready, scoop the bones out with a slotted spoon and place in a bowl to drain. After they've cooled a bit use a butter knife to extract the marrow. Place it in a small bowl.
Spoon marrow - but not the oil that has collected at the bottom of the bowl - in with the eggs, milk/coconut milk, cinnamon, ginger, cloves, salt and honey. Puree until smooth.
When the pumpkin is cooked through, scoop out the flesh and add it to the egg mixture. Blend until smooth.
Place mixture in ramekins or a large oven-safe dish and bake at 375. Custard placed in small ramekins should be ready in about 35-45 minutes. Large casserole dishes take about 45-minutes to an hour. Watch carefully and remove when it is set in the center.
Serve with whipped cream if desired.