Preheat your oven to 400°F (200°C). Trim the ends off the delicata squash, then slice it in half lengthwise and carefully scoop out all the seeds. Place the squash halves cut-side up in a baking dish. Drizzle lightly with half of the olive oil, and season generously with salt and pepper. Roast for about 15 to 20 minutes, or until the flesh is wonderfully tender and slightly browned. Set it aside to cool slightly.
While your squash is cooling, heat the remaining olive oil in a large soup pot or Dutch oven over medium heat. Add the chopped prosciutto and cook until it's beautifully crispy, usually around 3 minutes. Using a slotted spoon, transfer the crispy prosciutto to a paper towel-lined plate; set it aside for garnishing later.
In the same pot, add your chopped onion, season with a little more salt and pepper, and sauté for 3 to 5 minutes until it softens and becomes translucent. Stir in the minced garlic and fresh thyme, cooking for just 1 more minute until fragrant.
Carefully scoop the tender roasted delicata squash flesh out of its skin and add it to the pot with the sautéed onions. Toss in the frozen cauliflower florets and pour in the chicken broth. Bring the mixture to a boil, then reduce the heat to a gentle simmer. Let it cook for approximately 15 minutes, or until the cauliflower is fork-tender.
Carefully transfer the hot soup mixture to a blender and process until it's wonderfully silky smooth. (For easier cleanup, you can also use an immersion blender directly in the pot!)
Return the blended soup to the pot over low heat. Stir in the grated Parmesan cheese until it's completely melted and the soup is heated through to your preferred temperature. Ladle into individual bowls and garnish with a dollop of sour cream (or Greek yogurt), a sprinkle of the crispy prosciutto (or toasted pepitas for a healthy crunch), and a few fresh thyme leaves, if you like. Enjoy your warm, comforting, and healthy soup!