Preheat oven to 400 degrees. Place peppers on oiled cookie sheet and place in oven. Roast peppers, turning occasionally, for 20 to 30 minutes, until the skins puffs up and is mostly blackened. Place in bowl and cover with plastic wrap to sweat.
While peppers are roasting, melt butter over low heat and cook onion gently with salt, pepper, and cumin for 1015 minutes, stirring occasionally, until translucent. Add garlic and cook until aroma is released. Sprinkle flour over and cook, stirring, another 5 minutes. Stir in stock or water and bring to the simmer. Turn off heat and set a food mill fitted with fine sieve over pot.
Unwrap the bowl of peppers; they should be very soft. Pull out and discard cores. Place contents of bowl, juice and all, into food mill and pass peppers through. Remove mill from pot and clean out pepper skins and seeds by rotating blade backwards. Whisk contents of pot thoroughly and simmer 10 minutes for the flavors to come together. Whisk in milk, pass through food mill again into clean pot, heat gently and serve.
You could also make this soup with red peppers. Better yet, make both and serve a ladle of each in the same bowl. When you buy peppers for roasting, choose those with flat sides as the very curvy ones don't roast evenly. Roasting over a flame results in roasted peppers with a firmer texture, perfect for salads etc. Oven roasting result in a softer pepper; using the food mill to puree eliminates the need to spend time peeling and seeding. To make this meal even faster, you can roast and puree the peppers a day or two before. Roasted pepper puree also freezes beautifully.