Preheat oven to 400°F.
Cut in half and seed the squash, then slice into two-inch wide chunks and arrange on a sheet pan, flesh-side up.
Peel and cut the onions and carrots into eighths and add to the pan with the squash.
Coat the vegetables with melted butter and season liberally with salt and pepper.
Roast the vegetables for 30 to 35 minutes or until flesh is tender.
Peel, core, and slice the apples.
Add the roasted vegetables (removing the skins from the squash) to a large pot with the apples and stock.
Simmer covered for thirty minutes or until the apples are tender.
Puree soup with immersion blender.
Stir in heavy cream, pepper, and fresh thyme and return to a low simmer.
Serve garnished with fresh thyme and a slice of apple.