Preheat your oven to 400°F and line a large baking sheet with parchment paper.
Toss the cubed butternut squash with half of the olive oil, sea salt, and black pepper, then spread in a single layer on the sheet.
Rub the chicken breast with the remaining olive oil, dried thyme, and a pinch of salt and pepper.
Roast the squash for 25 to 30 minutes and the chicken for 18 to 22 minutes until the squash is tender and chicken reaches an internal temperature of 165°F.
While roasting, sauté the chopped onion and garlic in a pot over medium heat until softened and fragrant.
Add the roasted squash and chicken bone broth to the pot, then use an immersion blender to purée the mixture until the texture is silky.
Stir in the ground nutmeg and adjust seasoning with additional salt or pepper if needed.
Slice the roasted chicken into thin strips and serve it over the warm soup with a creamy dollop of Greek yogurt on top.