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Preheat your oven to 400 degrees F. Spray a baking sheet with cooking spray. Toss the diced squash lightly in olive oil. Spread out on the sheet and roast for 30 minutes, until the squash is fork-tender.
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In a large pot, add the squash, bone broth, salt, pepper, thyme, nutmeg and brown sugar.
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Heat until the liquid just starts simmering. Remove from heat.
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With an immersion blender, puree the soup until smooth.
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Stir in milk and season with more salt and pepper.