Preheat the oven to 375 degrees F (190 degrees C).
In a large bowl, toss the butternut squash with olive oil, salt, and pepper.
Spread the squash in a single layer on a baking pan.
Roast in the preheated oven, turning once, until fork-tender and caramelized, approximately 30 to 40 minutes.
In a Dutch oven over medium-high heat, cook the chopped bacon until evenly browned, about 10 minutes.
Remove the bacon to a paper towel-lined plate, keeping the drippings in the pan.
Add onion, celery, carrot, bay leaf, curry powder, thyme, salt, and pepper to the Dutch oven.
Cook in the reserved bacon drippings until the carrots and celery are soft.
Mix in the apples and roasted squash, and cook for an additional 5 minutes.
Stir in the minced garlic and cook for another 1 minute.
Pour the apple cider over the mixture, reduce heat to medium-low, and bring to a simmer; allow it to reduce to about half its original volume.
Stir in the chicken stock and simmer over medium-low heat for about 20 minutes.
Puree the soup in small batches using a blender or an immersion blender.
If using a traditional blender, ensure it’s not filled more than halfway, and always remove the center lid piece to let steam escape.
Cover the hole with a dish towel while blending.
Stir the nutmeg into the soup.
Garnish each bowl with 1 tablespoon of sour cream and a sprinkling of the reserved bacon pieces to serve.
