Roast the Vegetables
Preheat your oven to 400°F (200°C).
In a large bowl, toss the butternut squash, parsnips, sweet potatoes, carrots, and fennel with 2 tablespoons of olive oil and ½ teaspoon kosher salt.
Spread the vegetables in a single layer on a large baking sheet and roast for 40 minutes, turning halfway through, until tender and golden brown.
Prepare the Soup Base
While the vegetables are roasting, heat 3 tablespoons of olive oil in a large saucepan over low heat.
Add the diced onion, a pinch of salt, and some black pepper. Sauté for about 10 minutes until soft and translucent.
Stir in the flour and cook for 3 minutes, stirring constantly to prevent burning.
Add Broth and Potatoes
Gradually pour in the vegetable stock while stirring to prevent lumps.
Add the russet potatoes and thyme sprigs to the pot. Increase the heat to medium and bring to a gentle boil.
Reduce the heat to low and simmer uncovered for 15 minutes, or until the potatoes are soft. Remove the thyme stems and discard them.
Combine and Blend
Add the roasted vegetables to the soup base and stir well.
Transfer about 3 cups of the mixture to a blender and puree until smooth. Alternatively, use an immersion blender for convenience.
Return the blended soup to the pot and mix thoroughly for a creamy, chowder-like texture.
Incorporate the Milk
Stir in the milk and place the pot back on medium-low heat. Gently warm the soup, stirring frequently to prevent sticking.
Taste and adjust seasoning with additional salt and pepper if needed.
Serve and Garnish
Ladle the soup into bowls and garnish with cracked black pepper, fresh thyme leaves, or reserved roasted vegetables for added texture and color.
Serve warm and enjoy!