Preheat the oven to 375°F (190°C). Line a baking sheet with parchment paper.
Spread the cubed pumpkin on the baking sheet in a single layer. Roast for 15–20 minutes, until just tender but not falling apart. Let cool slightly.
Combine the flour and salt in a bowl. Rub in the cold butter until the mixture resembles coarse crumbs.
Add the ice water gradually, 1 tablespoon at a time, mixing just until the dough holds together. Shape it into a disk, wrap, and refrigerate for 20–30 minutes.
Heat the butter or oil in a skillet over medium heat. Add the red onions and cook for 5–7 minutes. Add the sugar and balsamic glaze and cook for another 2–3 minutes, until glossy and lightly caramelized. Let cool slightly.
In a medium bowl, whisk together the eggs, heavy cream, and a small pinch of salt just until smooth.
Roll the chilled dough into a circle and transfer it to a 9-inch pie dish or tart pan. Press it across the bottom and up the sides. Prick the bottom with a fork.
Par-bake the crust at 375°F (190°C) for 7–10 minutes, until the surface begins to look dry.
Reduce the oven temperature to 340°F (170°C). Arrange the roasted pumpkin over the crust and pour in the custard. Top with the crumbled blue cheese and caramelized onions.
Bake for 25–30 minutes, until the filling is set around the edges and has only a slight jiggle in the center.
Let the quiche rest for 15–20 minutes before slicing.