Preheat your oven to 425°F.
Place the garlic in foil and drizzle with 1 teaspoon olive oil, close up the foil.
Transfer the cut veggies and wrapped garlic to a large baking sheet lined with parchment paper. Then drizzle the remaining oil over the squash and onion, and season with 2 teaspoon kosher salt, 1 teaspoon black pepper, ½ teaspoon nutmeg, 1 teaspoon smoked paprika.
Roast the vegetables in a 425°F oven for 30-40 minutes until very tender and slightly browned. You should be able to very easily insert a fork into the squash.
Let the veggies cool slightly. Once cooled a bit, peel the skins off the squash and squeeze the cloves out of the roasted garlic. Add the squash flesh, garlic, and onion to a blender with the vegetable stock. Blend until smooth.
Transfer the squash puree to a large pot and warm over medium-low heat. When warmed through, stir in the heavy cream. Season with additional kosher salt to taste.