Preheat oven to 400°F. Arrange racks in the upper and lower third of the oven.
Place the butternut squash halves cut-side down on a parchment-lined baking sheet. Dress the garlic and sage with olive oil, salt and pepper, and wrap tightly in a foil pouch. Place pouch alongside the squash and roast until garlic and squash are tender.
Turn squash over and dress with salt, pepper and nutmeg. Cool garlic to handle and press cloves from skins and paste; combine with sage.
Arrange carrots, parsnips and celery root or celery on another parchment-lined baking sheet and dress with olive oil, salt and pepper. Roast to tender, 40-50 minutes, removing vegetables as they become tender and brown at edges.
Arrange the tomatoes and leeks on another baking sheet and dress with olive oil, thyme, salt and pepper. Roast about 30 - 40 minutes.
Purée the vegetables, leeks, tomatoes, squash and garlic together in small batches with a little stock in a high-powered blender or food processor. Pour into a saucepot and thin with remaining stock; keep warm over low heat.
Melt butter in a large skillet over medium-low heat. Add onions, salt, pepper and bay, and cook to caramelize, stirring often, 30-35 minutes. Deglaze the onions with sherry, brandy or white wine, and remove from heat.
Heat a griddle pan over medium heat. Brush sliced bread with butter on one side and, with the buttered sides out, build caramelized onion and sliced cheese sandwiches. Griddle the sandwiches until deeply golden on both sides, cut into fat croutons and serve alongside bowls of soup.