Peel the squash, parsnips, carrots and onions, and dice them into 1-inch cubes. Toss them with the butter or oil, then spread them in one layer on a lightly greased or parchment-lined baking sheet.
Roast the vegetables in a preheated 400°F oven for 30 minutes. After 30 minutes toss the vegetables around a bit, and add the garlic. Roast for an additional 30 minutes, turning the vegetables every 10 to 15 minutes; they need to brown and caramelize on t
Once the vegetables are soft and caramelized on the edges, remove them from the oven and let them cool slightly (for ease of handling). Puree them in a food processor or blender, or put through a ricer. Add some of the water or broth while processing the
Place the puree in a large pot, and stir in the remaining broth or water. Bring the soup to a simmer, and season to taste with salt and pepper. Serve the soup hot.