Cut both ends off of the butternut squash, then cut it in half lengthwise. Scoop out the seeds and pulp, just like you would with a cantaloupe.
Cut off the ends of the onion, remove the peel, then cut in half. Drizzle the squash and the onion with olive oil, then sprinkle on salt and pepper.
Place on a foil-lined baking sheet, and bake at 375 degrees for about an hour, until the flesh is soft. Let cool for 15 minutes.
While the butternut squash is cooling, add the 3 Tbsp. butter to the bottom of a large pot. Melt the butter over medium heat, then add the four cloves of garlic. Saute over medium heat for 1-2 minutes.
Add the roasted butternut squash flesh and onion, the pumpkin puree, nutmeg, and the chicken broth to the butter and garlic. Stir well, then let simmer on medium heat to allow the flavors to combine.
After about 15 minutes of simmering the soup, add 1 cup of Greek yogurt. Use an immersion blender to carefully blend the soup to a puree. If you don't have an immersion blender, you can blend small portions at a time in your blender carefully.
Once the soup is all blended, add salt and pepper to taste, then serve.