Preheat oven and prepare veg - Preheat the oven to 425℉, convection roast setting. Trim the pepper into 2-inch pieces. Halve the onion, remove the skin, and cut the halves into wedges. Cut the ginger in half. Carrots should be trimmed and cut into thumb-sized pieces as well.
Roast the veg - Toss the veg with olive oil and cumin, and spread out on a lined baking sheet. Roast for about 35 minutes, until soft and charred just a bit.
Blend - Add the roasted veg to your blender jar, then add the broth, milk, and black pepper. Puree until smooth, adding water if necessary to achieve a pleasing consistency. You may need to add salt of you've added some water.
Serve - Ladle into bowls, garnish if you're so inspired, and serve!