Preheat oven to 425°F (220°C).
Place butternut squash, onion, and garlic on a large baking sheet.
Drizzle with olive oil and sprinkle with rosemary, paprika, nutmeg, and sea salt.
Toss well to coat.
Roast for 30–35 minutes until squash is tender and lightly caramelized.
Transfer roasted vegetables to a large soup pot.
Add broth and bring to a gentle simmer for 5–10 minutes.
Carefully transfer to a blender and blend until completely smooth and silky.
Adjust consistency with additional broth if desired.
Taste and adjust seasoning before serving.