Preheat the oven to 400°F (200°C). Prepare your baking sheet for the vegetables.

In a large bowl, toss together the butternut squash, parsnips, sweet potatoes, carrots, and fennel with olive oil and salt.

Spread the vegetable mixture onto the baking sheet and roast for about 40 minutes, turning occasionally.

In a saucepan, heat olive oil over low heat, add chopped onion, and sauté until soft.

Stir in the flour and cook for another 3 minutes, allowing it to combine thoroughly.

Gradually pour in vegetable broth, stirring continuously, then add potatoes and thyme, bringing to a boil.

Reduce heat to low and let simmer for about 15 minutes or until potatoes are soft.

Remove thyme stems and stir in the roasted vegetables, allowing flavors to combine for a few minutes.

Carefully puree about 3 cups of the soup until smooth, using an immersion blender.

Stir in the milk and heat until it begins to simmer. Adjust seasoning with salt and pepper.

Ladle soup into bowls and garnish with reserved roasted vegetables, cracked pepper, and fresh thyme.