Preheat your oven to 400°F (200°C). Slice the red bell peppers in half and remove the seeds. Quarter the yellow onion and toss with 2 tablespoons of olive oil, salt, and black pepper.

Place the seasoned peppers cut-side down on a baking sheet lined with parchment paper. Wrap the head of garlic in aluminum foil.

Roast the peppers and onions for 30-40 minutes until the peppers are soft and charred, and the onions are golden.

Allow the vegetables to cool slightly, then peel the skin off the roasted peppers and squeeze the garlic from its casing.

In a saucepan, heat 1 tablespoon of olive oil over medium heat. Add smoked paprika and sauté for about 30 seconds.

Add the roasted peppers, onions, and garlic to the saucepan along with 2 cups of vegetable broth. Blend until smooth.

Return the blended mixture to the saucepan, stir in remaining broth, and heat on low. Add Gouda cheese gradually, stirring until melted.

Stir in heavy cream, adjust seasoning, and heat gently before serving warm.