Preheat the oven to 400˚. Line a baking sheet with parchment paper or foil. Place the squash, apple and onion on the baking sheet. Drizzle with the olive oil, season with 1 teaspoon salt and 1/2 teaspoon pepper and toss to combine. Roast until fork-tender, 40 to 45 minutes.
Meanwhile, make a sachet with the garlic, thyme and bay leaf (tie in a bundle using cheesecloth and twine). Bring the chicken broth and sachet to a low boil in a stockpot over high heat. Add the roasted apple, onion and squash (set aside a few cubes of the roasted squash for topping). Reduce the heat to a simmer and cook until the vegetables are soft, about 20 minutes.
Remove from the heat and remove the sachet. Use an immersion blender, or transfer to a blender in small batches, and blend until smooth and creamy. Season the soup with additional salt and pepper to taste. Ladle into bowls and top with the reserved roasted squash.