Preheat the oven to 400°F. Peel and dice the butternut squash.* Cut the onions into wedges.
Place the squash and onions on a parchment-lined baking sheet. Drizzle with olive oil and season with salt and pepper. Toss until the vegetables are well coated in oil.
Roast the vegetables in the oven for about 30 minutes, stirring after about 20 minutes of roasting. After roasting for 30 minutes, the squash should be tender and slightly browned on the edges.
Transfer the roasted vegetables to a blender and add the chicken broth. Purée the vegetables and broth until smooth.
Pour the puréed soup to a pot and add the nutmeg and sage. Heat the soup over medium, stirring occasionally, until heated through.
Stir the heavy cream into the soup, then taste and adjust the salt or other seasonings to your liking. Serve hot.
*Need help peeling and dicing butternut squash? See our tutorial on how to cut butternut squash. **The overall flavor and quality of this soup will depend a lot on the flavor and quality of the broth used. We use broth made with Better Than Bouillon.