Heat olive oil in a soup pot over medium heat and cook the onions, stirring occasionally, until they soften, about 5 to 8 minutes. Do not let the onions brown. Sprinkle a teaspoon of salt over the onions as they cook.
Add minced garlic, ginger, cumin and turmeric, cook for another couple of minutes over low-medium heat.
Add carrots, sweet potatoes, celery, red lentils, coriander, nutmeg, all spice, cayenne pepper, and cover, stirring occasionally, until the vegetables soften, about 5 minutes.
Add the vegetable broth, stir, and bring to a boil. Reduce heat back to low-medium and simmer for 20 minutes uncovered, or until tender.
Add the coconut milk, stir, and continue to simmer for a few more minutes, remove from heat.
Carefully transfer soup (in batches) into a blender (or use a hand blender), and blend until smooth. Taste, add salt and pepper as needed.
Stir in lemon juice, serve with an extra pinch of cayenne, and enjoy!