Preheat the oven to 400°F.
Add the butternut squash, Roma tomatoes, shallots, and garlic to a large baking sheet. Drizzle with olive oil and season with salt and pepper. Toss well to coat everything evenly.
Spread the vegetables into a single layer and roast for 30–40 minutes, or until the squash is completely tender and lightly caramelized around the edges.
Let the roasted vegetables cool slightly.
Transfer them to a high-powered blender along with the broth and heavy cream. Blend until completely smooth.
If using a standard blender, work in batches and be careful when blending hot ingredients. Alternatively, transfer everything to a large pot and blend directly with an immersion blender.
Pour the blended soup into a large pot and warm over medium-low heat until heated through. Do not bring it to a boil.
Taste and adjust the seasoning with additional salt and black pepper as needed.
Ladle the soup into bowls and serve warm.
For an extra-special finish, drizzle with heavy cream or olive oil and garnish with freshly cracked black pepper, roasted pumpkin seeds, fresh herbs, or crusty bread.