Preheat the oven to 400°F (200°C).
Spread the cubed butternut squash on a baking sheet and drizzle with olive oil.
Roast for 25 to 30 minutes until tender and lightly caramelized.
Meanwhile, heat a large pot over medium heat.
Add a small drizzle of olive oil and cook the onion for 4 to 5 minutes until softened.
Add the garlic and cook for 30 seconds until fragrant.
Transfer the roasted squash to the pot.
Pour in the vegetable broth and add thyme, sage, salt, and pepper.
Bring to a gentle simmer and cook for 10 minutes.
Use an immersion blender to blend until completely smooth, or carefully transfer the soup to a blender in batches.
Stir in the heavy cream and simmer for 2 to 3 more minutes.
Taste and adjust seasoning if needed.
Serve warm with a cream drizzle, feta cheese, and fresh herbs.