Preheat oven to 400°F (200°C). Cut butternut squash in half lengthwise and scoop out seeds. Drizzle with olive oil, salt, and pepper. Place cut-side up on a baking sheet and roast for 40-50 minutes, or until tender.

While squash is roasting, heat a tablespoon of olive oil in a large pot over medium heat. Add onion and cook until softened, about 5 minutes. Add garlic and cook for 1 minute more.

Scoop out the roasted butternut squash and add it to the pot with the onions and garlic. Add vegetable broth and bring to a boil. Reduce heat and simmer for 15 minutes.

Using an immersion blender, blend the soup until smooth. Stir in heavy cream and nutmeg. Season with salt and pepper to taste.

Serve hot.