Preheat your oven to 400°F (200°C). Line a large baking sheet with parchment paper.
Toss sweet potato chunks and cauliflower florets with 1 tablespoon olive oil, salt, and pepper. Spread them evenly on the baking sheet, adding the whole garlic cloves.
Roast for 25-30 minutes, stirring halfway through, until vegetables are tender and lightly caramelized.
Meanwhile, heat remaining olive oil in a large pot over medium heat. Add diced onion and cook until translucent, about 5 minutes.
Add roasted vegetables, garlic, cumin, and smoked paprika to the pot. Pour in broth and bring to a simmer.
Simmer for 10 minutes to let flavors meld, then add milk.
Using an immersion blender (or transferring to a regular blender), blend until completely smooth.
Adjust seasoning to taste and thin with additional broth if needed.