Lay the squash in a single layer on the bottom of a large baking pan (Line the pan first with foil for easy cleanup). Drizzle with olive oil, season with salt and pepper, and roast in a 400-degree oven until tender and lightly browned, about 30 minutes. (If pressed for time, this step can be eliminated – I like the added flavor you get from roasting)
Melt butter in a large pot. Add onion and cook until translucent, 6-8 minutes.
Add squash, apple if desired, and stock (start with 5 cups, you can add more later if the soup is too thick).
Bring to a simmer and cook for 15-20 minutes. Squash (and apple if included in the recipe) should be tender. Remove squash and onion (and apple) with a slotted spoon and puree in a food processor or blender to desired smoothness.
Return the pureed mixture to the pot. Add additional stock if desired (often don't need it). Stir in nutmeg, cinnamon, salt and pepper to taste.
Garnish with parsley or chives and serve with a dollop of sour cream if desired.