1. Place wet mesquite chips on a hot gas grill and allow to cook until smoke begins to emerge from the chips. Place the squash slices on the grill and cook a few minutes on each side to get grill marks and a smoky flavor. Set aside. (Note: The squash may also be prepared in a smoker; follow the instructions for your equipment.)
2. In a large pot, sauté the onion, celery, carrots, garlic cloves and shallots in oil. Add the chiles to the pot along with the grilled squash. Add the chicken stock and simmer until the squash is cooked through, about 10 minutes. Put into a blender and purée, or use a stick blender in the pot. Strain the mixture through a fine sieve back into the pot and add the heavy cream, lime juice, salt and pepper to taste.
3. To serve, generously sprinkle each serving with the chile powder. A sweet Riesling pairs well with the dish and balances the smokiness of the squash.