Drizzle a baking sheet with olive oil, generously sprinkle salt & pepper on the flesh of the squash then place them flesh side down onto the baking sheets. (I had to do this on two large baking sheets)
Roast squash for 30 minutes at 425 degrees. Once the squash is tender set aside and let cool for 10-15 minutes.
Saute onion in a dutch oven in olive oil on medium-high heat.
Add chicken broth, then scoop squash out of the skins and add to the dutch oven.
Salt and pepper the soup and let it heat through. About 15 minutes)
Puree soup in batches using a high powered blender. Make sure your blender can handle the heat! Alternatively, you could use an immersion blender.
Add the pureed soup back to the dutch oven, add heavy cream and heat the soup through.