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1
Heat oven to 400 degrees Fahrenheit.
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2
In a large bowl, toss the butternut squash, parsnips, sweet potatoes, carrots, and fennel with 2 tablespoons olive oil and 1/2 teaspoon coarse salt. Spread in a single layer on a large baking sheet and place in the oven for 25 minutes, turning every 10 minutes, or until vegetables are cooked through and browning on all sides. Set aside.
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3
In a large saucepan over low heat, add 2 tablespoons olive oil and 1 tablespoon butter. When the butter has melted, add the onion. Increase heat to medium and cook onions, stirring frequently, until transparent and soft, about 5 minutes.
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4
Stir in the flour and, stirring constantly, cook for 3 minutes.
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5
Stir in the vegetable broth and potatoes. Bring to a boil over medium heat then reduce heat to low. Simmer uncovered for 15 minutes or until potatoes are soft.
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6
Stir in thyme and roasted vegetables. Return to a simmer. Carefully move about 31/2 cups soup to a large bowl. Using a blender, puree in batches until smooth. Alternatively, use an immersion blender to (carefully) puree half of the soup either in the bowl or in the pot.
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7
Stir the pureed mixture back into the rest of the soup.
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8
Stir in the milk and return to a simmer.
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9
Taste for seasonings, adding additional salt and freshly ground pepper if desired.
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10
Serve garnished with additional thyme leaves and a few sprigs of fennel fronds if desired.