Heat oven to 400 degrees Fahrenheit.

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 roast until tender and browned in places, about 40 minutes, turning a couple of times while roasting.

While the veggies are roasting, prepare the base of the soup. To a large saucepan over low heat, add 3 tablespoons olive oil. Add the onion along with a pinch of salt and a bit of pepper, then cook, stirring occasionally, until soft, about 10 minutes.

Stir in the flour and cook for 3 minutes, stirring constantly.

Stir in the vegetable broth. Add the potatoes and thyme. Bring to a boil over medium heat then reduce heat to low. Simmer uncovered for 15 minutes or until potatoes are soft. Remove from heat. Pick out the thyme stems and discard.

Stir in the roasted vegetables. Carefully transfer about 3 cups of the chowder to the pitcher of a blender. Puree until smooth. Return the pureed mixture to the pot and stir to combine. The soup should be thick, rich, and creamy.

Stir in the milk. Place the pot back on the burner, and, with the heat on medium-low, return to a simmer, stirring often to prevent burning.

Taste and add additional salt and pepper if desired.

Serve garnished with an additional turn of cracked pepper and thyme leaves. Sometimes, I'll reserve a few of the roasted veggies for garnish too.