1. Preheat your oven to 400 degrees Fahrenheit. In a large bowl, combine butternut squash, parsnips, sweet potatoes, carrots, and fennel with 2 tablespoons of olive oil and 1/2 teaspoon of coarse salt. Toss until evenly coated. Spread the vegetables in a single layer on a large baking sheet. Roast them in the preheated oven until tender and browned in places, approximately 40 minutes. Turn the vegetables a couple of times while roasting to ensure even cooking.

2. While the vegetables are roasting, heat 3 tablespoons of olive oil in a large saucepan over low heat. Add chopped onion, along with a pinch of salt and a bit of pepper. Cook, stirring occasionally, until the onion becomes soft, about 10 minutes. Stir in the flour and cook for an additional 3 minutes, stirring constantly to prevent burning.

3. Gradually add vegetable broth to the saucepan. Add chopped potatoes and thyme to the mixture. Increase the heat to medium and bring to a boil. Once boiling, reduce heat to low and simmer uncovered for 15 minutes or until the potatoes are soft. Remove from heat, carefully pick out the thyme stems, and discard them.

4. Stir the roasted vegetables into the soup base. Carefully transfer about 3 cups of the chowder to a blender. Puree until smooth, ensuring you achieve a creamy consistency. Return the pureed mixture to the pot and stir well to combine. The result should be a thick, rich, and creamy chowder.

5. Stir in the milk to the chowder. Place the pot back on the burner, set the heat to medium-low, and slowly bring the soup back to a simmer. Stir often to prevent the mixture from burning. Taste the soup and adjust seasoning with additional salt and pepper, if desired.

6. Serve the soup warm, garnished with a turn of cracked pepper and fresh thyme leaves. Optionally, you can reserve some roasted vegetables to use as a garnish for added texture and color. Enjoy your delicious, creamy chowder.