1. Preheat oven to 400°. Spread oil in a 9- x 13-inch baking dish; place squash on half of pan, cut sides down. Arrange apples, onions, and mushrooms in 1 layer on other half of pan. Roast in middle of oven 45 minutes or until tender.
2. Remove from oven. Turn squash cut side up to cool. When cool enough to handle, purée squash in a food processor in batches with broth, Parmesan, garlic, half of the onions and apples, and three-fourths of the mushrooms until smooth. Transfer purée to a large saucepan.
3. Add remaining roasted apples and onions to pan with 1 cup water to reach desired consistency. Bring to a simmer. Ladle into 4 bowls, garnish with apple slices, remaining mushrooms, and pine nuts. Serve immediately.
Time-saver alert! Make a double batch of this soup and freeze in an airtight container for up to three months. Just thaw, heat, and serve for a last-minute dinner.