In a larger bowl or baking dish toss pumpkin strips with olive oil and season with salt and pepper to taste (or mix olive oil with salt and pepper separately and brush each pumpkin layer with it).
Arrange the pumpkin in one layer in a baking dish 9x13 or slightly smaller (I used 12 x 7 inches dish). Follow with a layer of bacon covering the pumpkin layer. Repeat 1 time and finish with a one more layer of pumpkin strips. Set aside.
In a medium-sized saucepot add coconut milk and spices. Simmer for 5 minutes over low-medium heat, enough for the spices to open and be fragrant.
Pour over the pumpkin and bacon layers.
Add feta cheese and olives all over the sauce and a few sprigs of fresh thyme.
Bake at 425 F for 25-35 minutes.
Once pumpkin bake is done, remove the thyme sprigs and add a fresh one instead when serving.
Enjoy as a side dish or as a main course along with a fresh salad.