Preheat oven to 425°F (220°C). Toss cauliflower, olive oil, garlic, and shallots in a large bowl; spread on a roasting pan.
STEP 2
Roast in oven until toasted and tender, about 30 minutes.
STEP 3
Transfer roasted cauliflower to a pot; add chicken broth and water. Season with thyme and bay leaf; bring to a boil. Cook for 30 minutes and discard bay leaf.
STEP 4
Puree the soup with an immersion blender or in batches in a blender. Return to pot, stir in cream, and season with salt and pepper. Heat through but do not boil.