Combine squash, onion, apple and canola oil in a bowl; toss to coat.
Arrange vegetables in a single layer on a baking sheet.
Bake at 400F for 30 minutes.
Remove roasted vegetables to a blender or food processor and add ginger, garlic and about 1 1/2 cups of the stock; purée, adding more stock if necessary.
Use a little of remaining stock to deglaze the baking sheet; pour into a large soup pot over medium heat.
Combine 2 tablespoons of stock with cornstarch in a bowl and whisk until smooth.
Toast curry powder in a dry skillet until it begins to give off a nutty fragrance.
Add cornstarch mixture, curry powder, remaining stock, cayenne pepper, salt and pepper to soup pot.
Cook until slightly thickened, stirring frequently.
Reduce heat to a simmer and cook for 20 minutes.
Add milk and cream cheese; heat through until the cheese melts.
Correct seasonings.
Serve hot, garnished with minced chives, if desired.