Preheat your oven to 400°F (200°C). Toss the whole red bell peppers and quartered yellow onion with 2 tablespoons of olive oil, salt, and black pepper in a mixing bowl. Arrange them cut-side down on a baking sheet, and wrap the garlic head in foil. Roast everything for 30 to 40 minutes until the vegetables are tender and slightly charred.

Once the vegetables have cooled slightly, carefully peel the skins off the roasted peppers. Squeeze the softened garlic cloves into a blender, along with the roasted onion and 2 cups of vegetable broth. Blend this mixture on high until it reaches a smooth consistency.

In a heavy-bottomed saucepan, heat the remaining olive oil over medium heat and add 1 teaspoon of smoked paprika. Sauté for about 30 seconds, then pour in the blended vegetable mixture. Stir it well and add the remaining broth, heating on low while ensuring it does not boil.

Gradually add the freshly shredded Gouda cheese to the pot, stirring continuously until it fully melts and creates a creamy texture.

Finally, stir in the heavy cream, taste, and adjust seasoning with more salt and pepper if desired. Serve warm.