Preheat the oven to 180°C (350°F). Line a baking tray with parchment paper. Arrange the peppers, garlic, carrots, and onions on the tray. Drizzle with olive oil and sprinkle with coarse salt. Roast for 30 minutes, or until softened.
Transfer the roasted vegetables to a pot, add the coconut cream, and blend with an immersion blender. Adjust the consistency with water if needed. Bring to a boil, season with spices, and adjust to taste.
Punch down the dough and divide it into 32 pieces, each weighing about 50 g (1.8 oz). Flatten each piece, fold in the sides, and roll into smooth cylinders. Braid the pieces into 6 challah rings (5 strands each), shaping them into circles. Place each around an ovenproof bowl brushed with oil to create a bread bowl shape. Place the challah rings on a parchment-lined tray, cover, and let rise for 20–30 minutes.
Preheat the oven to 350°F (180°C). Brush the challah with beaten egg, sprinkle with sesame seeds, and bake for 15–20 minutes, or until golden brown.
Cool slightly, pour the soup into the bread bowls, and top with cheese, basil, and black pepper. Serve warm.