Prepare the grill for direct cooking over medium heat (180°C to 230°C).
Brush the cooking grates clean. Grill the apple halves, cut-side down, over direct medium heat, with the lid closed, until nicely browned and the skins start to pop off, 10 to 15 minutes, turning once. Remove from the grill, let cool, remove the skins and dice the flesh. Set aside about one-third of the apples for garnishing the soup.
Brush the cooking grates clean. Grill the apple halves, cut-side down, over medium heat, with the lid closed, until nicely browned and the skins start to pop off, 10 to 15 minutes, turning once. Remove from the grill, let cool, remove the skins and dice the flesh. Set aside about one-third of the apples for garnishing the soup.
In a large saucepan over medium heat on the stove, melt the butter. Add the celery, onion and carrot and cook until the onion is translucent, about 10 minutes, stirring occasionally. Add the remaining apples and apple cider and bring to a boil. Reduce the heat to medium–low and simmer until the vegetables are soft, 5 to 10 minutes. Stir in the pumpkin and cream. Return to a simmer and add the allspice and nutmeg.