Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

Prepare the red bell peppers by slicing them in half and chop the yellow onion into quarters. Toss with olive oil, salt, and black pepper, then lay cut-side down on the baking sheet.

Wrap the whole head of garlic in aluminum foil and add it to the baking sheet with the peppers and onion.

Roast the vegetables in the oven for 30 to 40 minutes until the peppers are soft and blistered.

Once roasted, let the vegetables cool, peel the skin off the red peppers, and squeeze the roasted garlic into a bowl.

In a saucepan, heat the remaining olive oil and sauté the smoked paprika for about 30 seconds.

Blend the roasted vegetables and garlic with 2 cups of vegetable broth until smooth.

Pour the blended mixture back into the saucepan, stir in the remaining broth and heat gently.

Gradually stir in the shredded Gouda cheese until melted and fully incorporated.

Finally, stir in the heavy cream and adjust seasoning with salt and black pepper to taste before serving.