1. Preheat oven to 400 degrees. Coat a nonstick jelly-roll pan with canola oil. Put carrot pieces, onions and olive oil in a large bowl. Toss to coat well.
2. Arrange squashhalves, cut side up,on the prepared jelly-roll pan. Divide up the butter among the cavities. Spoon the carrot and onion mixture around the squash halves.
3. Roast the vegetables in the oven until tender and golden, about 60 to 90 minutes, stirring the carrot and onion mixture every 30 minutes. Let vegetables cool for 20 minutes.
4. Scoop out the roasted squash flesh from the skins; put squash in a large food processor along with the carrots and onions. Puree this mixture until it is somewhat smooth.
5. Transfer the puree to a large non-stick saucepan and stir in the chicken broth and the whole milk. Bringthe mixture to a simmer and let cook about 10 minutes.
6. Spoon the soup into serving bowls and top each serving with chopped fresh parsley and ground pepper. Salt is optional.
