Preheat oven to 400 degrees F. Lightly oil a baking sheet.
Place butternut squash, onion, bell pepper and bacon in a single layer onto the prepared baking sheet. Add olive oil and garlic; season with salt and pepper, to taste. Gently toss to combine.
Place into oven and bake for 25-30 minutes, or until butternut squash is tender, stirring at halftime.*
Heat a large stockpot or Dutch oven over medium heat. Add butternut squash mixture and thyme, and cook, stirring occasionally, until fragrant, about 1-2 minutes; season with salt and pepper, to taste. Stir in chicken stock and puree with a blender or food processor.
Bring to a boil; reduce heat and simmer until slightly thickened, about 5-10 minutes. If the soup is too thick, add more chicken stock as needed until desired consistency is reached.
Serve immediately, garnished with bacon and plain Greek Yogurt if desired