Preheat the oven to 425°. Cut the stem off the squash and carefully cut the squash in half lengthwise. Scoop out the seeds. Rub the cut sides of the squash with 1 tablespoon of the olive oil. Set the squash on a baking sheet, cut sides up, season generously with salt and pepper and cover with a sheet of parchment paper. Roast the squash for about 40 minutes, or until tender. Let the squash cool to room temperature. Scoop out the flesh and coarsely chop it.
Meanwhile, in a large, heavy casserole, melt the butter in the remaining 2 tablespoons of olive oil over moderate heat. When the butter begins to brown, add the leeks and onion and cook, stirring frequently, until the onion is translucent, about 4 minutes. Add the potatoes, celery, carrots, parsnips, chicken stock, wine and thyme and bring to a boil. Reduce the heat, cover partially and simmer until the potatoes are tender, about 20 minutes. Add the chopped roasted squash to the chowder; cover and simmer for 10 minutes longer.
Transfer one third of the soup to a blender and puree until smooth. Stir the puree into the soup and season with salt and pepper. Stir in the parsley and serve with the Parmesan Croutons.