Preheat the oven to 400 F
Cut tomatoes into halves and onion into quarters and place them on a baking sheet facing cut side up.
Then cut the garlic bulb ½" from the top to expose individual cloves. Add it to the baking sheet.
Sprinkle thyme leaves, salt, and pepper.
Then drizzle or spray some olive oil.
Bake everything in the preheated oven for about 30-40 min or until the edges of onion, garlic and tomatoes start to caramelize.
Add roasted tomatoes, onion and a few roasted garlic cloves to the blender jar. Then add some cashew nuts, milk, cayenne pepper, vegetable broth and blend to a smooth consistency.
Transfer the soup to a medium pot and bring it to boil. Adjust seasonings and cook till it gets to the desired consistency or serve immediately with some bread croutons.