Preheat your oven to 220°C (430°F). Line a baking sheet with parchment paper for easy cleanup.
Peel the sweet potatoes and carrots, then cut them into uniform chunks about 2.5 cm (1 inch) wide to ensure even roasting.
In a bowl, toss the sweet potato and carrot chunks with olive oil, a pinch of salt, and smoked paprika. Spread them out in a single layer on the prepared baking sheet.
Roast the vegetables in the oven for about 30-35 minutes, shaking the pan halfway through, until the edges are deeply caramelized and slightly charred, filling your kitchen with a smoky aroma.
While the vegetables roast, heat a tablespoon of olive oil in a large pot over medium heat. Add the chopped onion and cook until golden and fragrant, about 5-7 minutes.
Once the roasted vegetables are ready and cooled slightly, transfer them to the pot. Pour in the vegetable broth and bring to a gentle simmer for about 10 minutes, allowing flavors to meld.
Use an immersion blender directly in the pot or carefully transfer the mixture to a blender in batches. Puree until smooth and velvety, then return the soup to the pot if needed.
Stir in the coconut milk for a creamy finish, then season with salt, pepper, and additional smoked paprika if desired. Warm through for a few more minutes.
Taste the soup and adjust the seasoning as needed. The soup should be rich, smoky, and vibrant in color with a smooth, velvety texture.
Serve the soup hot, garnished with a drizzle of olive oil or a sprinkle of fresh herbs if desired. Enjoy its comforting warmth and complex smoky sweetness with every spoonful.