Preheat the oven to 400 degrees. Place the butternut squash, bell pepper, and apple on a single layer on a baking sheet. Season with 1 tablespoon olive oil, and salt and pepper to taste. Roast in the oven for 15 to 20 minutes, or until the butternut squash is tender and turning crispy, but not burnt. Stir during the roasting and move the vegetables around.
Meanwhile, heat a medium skillet to medium-high heat. Add the bacon and cook until brown and crispy for about 4 to 6 minutes. Transfer to a paper towel to drain. When the bacon is cool, crumble into small pieces. Set aside.
Heat a large stockpot or a Dutch oven over medium heat. Add 1 tablespoon olive oil and heat. Add the onions, garlic, salt, and pepper and cook until wilted but not burned. Then, add the butternut squash mixture and fresh thyme to the onions. Cook for 2 to 3 minutes. Add the chicken stock and cook for 5 to 7 minutes or until the flavors have melded.
Puree the soup with the immersion blender or a regular blender. I like to leave the mixture a bit chunky with tiny pieces. Adjust seasoning, if desired.
Ladle the soup into bowls, Garnish with the crumbled bacon, gouda cheese and fresh thyme. Serve immediately.