Preheat oven to 400 degrees.
Put squash, bacon, onion, apples, garlic, salt, pepper and melted coconut oil or butter in a large roasting pan.
Roast about 45 minutes until the veggies are soft. Stir occasionally during roasting.
Remove pan from oven and remove bacon pieces from the mixture. Set aside.
Put squash mixture into a large pot or dutch oven.
Add wine and sage and stir over medium heat for 1 minute.
Add chicken broth and cook about 20 minutes.
While soup is cooking, sauté the bacon to crisp it up a bit. I do it in a small iron skillet with a little butter. When done, drain bacon on a paper-towel lined plate.
Using an immersion blender, blend soup until smooth. Or, use a blender and blend the soup in 2 batches.
Taste soup and adjust seasonings.
Swirl the heavy cream into the hot soup.
Serve sprinkled with chopped parsley and bacon or chopped and roasted nuts and grated cheddar cheese.