Wash the kabocha squash. Cut it in half and scoop the seeds out. Then cut into bite-sized pieces, leaving the skin on or cutting it off, depending on your preference.
Add coconut milk and water to a small saucepan. Turn the burner on to medium high, then add the palm sugar and salt. Stir to incorporate.
Add the bite-sized pieces of pumpkin to the pan and allow to simmer in the sweetened coconut milk until they are fork tender. As the pumpkin cooks, froth may accumulate on the top of the pan, which you can scoop off.
Serve the dessert in a small bowl while still warm. Swirl a spoonful of coconut milk on top, if desired.
Notes
Pandan is often used to flavor the coconut milk of this dessert in Thailand. Fresh or frozen pandan leaves will both work. If you'd like to use them, knot the pandan leaves and add to the dessert as it simmers, removing before serving.
As this dessert cooks, the coconut milk takes on the color of the palm sugar as well as the pumpkin. If you prefer for the coconut milk to remain more white, you can boil the pumpkin in water separately and add to the sweetened coconut milk once it's tender. You could also use half palm sugar and half granulated sugar to decrease the color of the coconut milk.