Preheat the oven to 400ºF. Place the squash, fennel, apples, onion and garlic on a baking sheet and set aside.
Whisk together the oil and spices, and pour over the veggies. Stir around to coat, then roast them in the oven for 30 - 40 minutes. Turn the veggies over halfway through so they don't burn.
When the veggies are done roasting, place them in a stock pot, add your broth and bring everything to a boil. Turn down to low and let simmer for about 10 - 15 minutes, or until all the ingredients are tender.
Blend the soup in a blender or with an immersion blender (in the pot) until you have a creamy, smooth texture. Add water or milk as needed to thin it out and depending on the texture you like. Serve warm with a drizzle of olive oil, some cracked pepper and a sprig of rosemary.