Preheat the oven to 400ºF.
Line a baking sheet with parchment paper. Place your diced onion, chopped cauliflower, and peeled garlic cloves on top. Drizzle with olive oil, salt, and pepper.
Bake for 30-35 minutes, flipping halfway through.
Once the veggies are done roasting, add them to a blender. Pour in your milk and chicken broth. Blend until smooth (about a minute).
Pour the soup into a large pot and bring to a boil. Turn down heat to a low simmer and mix in the shredded cheese.
Let simmer for 15 minutes and then serve!