Preheat oven to 375°F (190°C).
Spread the butternut squash cubes on a baking sheet. Drizzle with olive oil and season with salt, nutmeg, cinnamon, and pepper. Toss to coat and spread into an even layer. Roast for 25-30 minutes, stirring halfway through, until the squash is tender and golden brown.
In a large pot over medium heat, add the onion and garlic and cook until softened, about 5 minutes.
Add the roasted butternut squash, vegetable broth, parsley, and thyme. Stir to combine and bring to a boil. Reduce heat to low and simmer for 15 minutes.
Using an immersion blender, blend the soup until smooth. Alternatively, you can transfer the soup in batches to a blender and blend until smooth. Taste and adjust seasoning if needed. Serve warm with your favorite toppings.