Preheat the oven to 400 degrees F. Halve the acorn squashes widthwise and scoop out the seeds and any loose fibers. Discard the fibers and reserve the seeds for garnish, if desired. Set aside the bottom halves of the squash as these will be soup bowls. Cut the top halves of acorn squash into large chunks and place on a baking sheet along with the apples and onions. Drizzle 2 tablespoons of the olive oil over the veggies, tossing to coat. Sprinkle with the thyme and some salt and pepper, and then scatter the sage leaves on top. Roast until dark golden brown, about 40 minutes.
Let the squash cool slightly, and then peel off the skin. Blend the squash chunks with the apples and onions in a blender until smooth, adding broth until desired consistency is reached. Pour into a saucepan and keep warm over low heat until ready to serve. If using the squash seeds as a garnish, turn the oven temperature down to 325 degrees F. Place the squash seeds on a baking sheet, drizzle with the remaining olive oil and sprinkle with salt. Bake until crispy, about 25 minutes.
Remove and let cool for 10 minutes before using. To make the squash bowls, slice about 1/2 inch from the bottom of each squash half so they will stay upright and not wobble around, spilling hot soup all over your guests. Place the squash in shallow bowls and fill with hot soup. Garnish with a fresh sage leaf and a sprinkling of roasted seeds.