Toss first 6 ingredients together, and place in a roasting pan. Bake at 500° for 45 minutes or until browned, stirring occasionally.
Squeeze garlic cloves to extract pulp. Place pulp, vegetables, broth, and water in a Dutch oven over medium heat. Bring to a boil; reduce heat, and simmer, uncovered, 10 minutes.
Place one-third of vegetable mixture in a blender; process until smooth. Repeat procedure with remaining mixture. Return to pan; add milk, salt, and pepper. Cook over medium heat until thoroughly heated. Ladle into bowls; top with yogurt.