Roast: Preheat the oven to 400°F and line a baking sheet with parchment paper for easy cleanup. While the oven is warming, peel and roughly chop the squash, potatoes, carrots and apple and add them all to a mixing bowl. Drizzle everything with half of the olive oil and a little salt and pepper to taste, and pour into one layer on the parchment paper. Roast for about 35-40 minutes or until just tender and browned. Remove from the oven.
Cook: When everything is out of the oven, add the remaining olive oil to a large soup pot and warm to medium-high heat. While the oil warms, roughly chop the onion and mince the garlic. Add the onion to the pot once the oil shimmers and cook until translucent and browning on the edges, about 4-5 minutes. Add the garlic and cook for another minute more. Add the broth, roasted veggies and apples, nutmeg, salt and pepper, lower the heat to medium-low and cook uncovered for 15 minutes.
Blend: Carefully scoop about 3-4 cups of soup into a high speed or regular blender, cover tightly and increase speed until smooth and creamy. Pour the blended soup into a serving bowl and continue with the next batch until everything has been blended. Warning: the soup will be extremely hot and will produce steam from the lid—be careful not to place your hand directly on the lid while blending.
Enjoy: Adjust seasonings with a little extra salt and pepper if desired, serve immediately, and enjoy!
Notes
Butternut squash: If you don't want to peel, seed and chop the butternut squash yourself, you can usually find already prepped packages of butternut squash in the produce department.