Preheat oven to 425 degrees. Slice butternut squash open length wise, and remove seeds. Place onto a large baking sheet open-face down, along with carrots, parsnips, onions, apple, and garlic. Arrange separately because some veggies will be removed before others.
Drizzle everything lightly with olive oil, and season with salt and pepper. Bake for 15-20 minutes or until the quick cooking veggies are soft. Remove the apples, garlic, and onions from the oven and onto a separate plate or bowl. Continue to bake the carrots, parsnips, and squash for another 25 minutes, or until fork tender. Smaller chunks of parsnips or carrots may need to be removed before squash.
Once the squash is cool enough to handle, scoop out the squash. Place all roasted items and chicken broth in a food processor or blender. Blend until smooth or desired consistency is reached.
Place blended soup into a Dutch oven or stove top pot. Heat over medium heat. Stir in coconut milk, smoked paprika, and additional salt and pepper to taste. Once heated to desired temperature, serve and enjoy with suggested toppings.