Preheat oven to 425 degrees. On a sheet pan lined with parchment paper or a baking mat, toss the cubed butternut squash, diced onion and garlic in the olive oil, paprika, cayenne, pepper, and salt. Place in the oven and roast until the squash is tender, about 20-25 minutes.
Meanwhile, to make the candied bacon, line a baking sheet with aluminum foil and top with a wire rack. In a small mixing bowl whisk together the syrup, brown sugar, mustard, salt, and cayenne pepper. Place slices of bacon on top and brush each side with the mixture. Reduce oven temperature to 350 degrees and bake until crisp and brown (but not burnt), about 30 minutes.
Remove from the oven and allow to cool for 5 minutes before removing from the wire rack. Chop into chunks, set aside.
In a large dutch oven or stock pot over medium heat add the apple and chicken broth. Bring to a simmer, then add the roasted vegetables along with the ginger and thyme. Cook for 10-15 minutes, then remove from the heat and immersion blend until silky smooth (use a blender and do it in 2-3 batches). Garnish with chopped candied bacon and a dollop of whipped cream.