Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper.
Cut the top and bottom off the pumpkin using a large chef’s knife. Halve lengthwise and scoop out the flesh with a spoon (grapefruit spoons work well here). Discard the flesh and reserve the seeds for another use. Cut the pumpkin into ¼-inch wedges.
In a large mixing bowl, toss the pumpkin wedges with the olive oil, ½ teaspoon salt, the sugar, and ¾ teaspoon of the chili powder. Arrange in an even layer on the baking sheet and cook in the oven for 30 to 40 minutes, flipped halfway through the cooking process, until the wedges are soft and caramelized. Allow to cool slightly.
Meanwhile, whisk the mayo, lime juice, cayenne, remaining ancho chili powder, and ¼ teaspoon salt together in a small bowl.
When cool enough to touch, sparsely slather each wedge with some of the mayo mixture. Arrange on a platter or plate and dust with the cheese and pepitas. Garnish with the cilantro leaves, if using, and serve room temperature or warm.