Preheat the oven to 425°F (220°C).
Place the cubed butternut squash and zucchini pieces on a large baking sheet. Drizzle with 2 tablespoons of olive oil and toss to coat evenly.
Spread the vegetables in a single layer and roast in the oven for 30-35 minutes, turning halfway through, until tender and lightly caramelized.
While the vegetables roast, heat the remaining 1 tablespoon of olive oil in a large pot over medium heat.
Add the chopped onion and sauté for 5-7 minutes until softened and translucent.
Add the minced garlic and cook for 1 minute until fragrant.
Once the roasted vegetables are done, add them to the pot with the onions and garlic.
Pour in the vegetable broth and stir in the kosher salt, black pepper, dried thyme, and ground nutmeg.
Bring the mixture to a boil, then reduce heat and simmer for 10 minutes to allow flavors to meld.
Remove the pot from heat and use an immersion blender to puree the soup until smooth and creamy. Alternatively, carefully transfer the soup in batches to a blender and puree until smooth.
Return the soup to low heat and stir in the almond milk. Warm through for 2-3 minutes without boiling.
Taste and adjust seasoning with additional salt and pepper if needed.
Ladle the soup into bowls and serve warm.