You can roast jack-o-lantern pumpkins, too. The secret is that you have to discard any liquid that seeps out when roasting and then spoon it off again when you are thawing it to use it. Otherwise, it can be a bit watery.
I never bother with the oil - I just cut them in half and place them cut side down on a cookie sheet. The jack-o-lantern, I usually cut into chunks and roast it in a roast pan. I tried it in the slow cooker one year, which worked fine, except the pumpkin flesh was really light coloured. Made for strange looking pumpkin pies the next year (Canadian Thanksgiving is before Hallowe'en).