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

Slice the red bell peppers in half and remove the seeds. Quarter the yellow onion and place in a large bowl. Drizzle with 2 tablespoons of olive oil, and add salt and black pepper to taste. Toss until coated and arrange the peppers cut-side down and onion on the baking sheet. Wrap the head of garlic in foil.

Roast vegetables for 30 to 40 minutes until softened and slightly charred. Skins should look blistered.

Remove from oven and let cool slightly. Peel charred skins from peppers and squeeze roasted garlic into a bowl, discarding skins.

In a large saucepan, heat remaining 1 tablespoon of olive oil over medium heat. Add smoked paprika and sauté for about 30 seconds.

Add roasted vegetables and 2 cups of vegetable broth to the saucepan. Blend mixture until smooth.

Return blended mixture to saucepan and mix in remaining 2 cups of vegetable broth. Stir and heat on low.

Slowly add heavy cream and shredded Gouda cheese, stirring until the cheese is melted and fully incorporated.

Taste and adjust seasoning before ladling into bowls and serving warm, ideally with crusty bread or a grilled cheese sandwich.