Preheat your oven to 400°F (200°C).

Toss the red bell peppers and yellow onion with 2 tablespoons of olive oil, salt, and black pepper. Place cut-side down on a baking sheet.

Wrap the head of garlic in aluminum foil and add to the baking sheet. Roast for 30-40 minutes until soft and slightly charred.

Let the peppers cool slightly, peel off their skins, and squeeze the roasted garlic out of their skins.

Heat the remaining tablespoon of olive oil over medium heat and sauté the smoked paprika for 30 seconds.

Blend the roasted peppers, onion, garlic, and 2 cups of vegetable broth until smooth.

Return the blended mixture to the saucepan, add the remaining 2 cups of broth, and heat on low.

Stir in the Gouda cheese gradually, allowing it to melt fully without boiling.

Finally, stir in the heavy cream and adjust seasoning with salt and pepper. Allow to warm through before serving.