Preheat the oven to 400 degrees F. Line a baking sheet with foil. Toss the cauliflower and parsnips with the olive oil and sprinkle with salt and pepper. Arrange the cauliflower mix over the baking sheet in a single layer and bake the veggies 20 to 25 minutes, until golden brown (flipping once halfway through bake time).
In a large Dutch oven, melt the butter over medium heat. Add the leeks and saute about 6 minutes. Add the roasted veggies and potato. Stir in the broth and bring to a boil. Reduce heat and allow to simmer for 20 minutes for the flavors to blend.
When ready, use an immersion blender to puree the soup (leave a few chunks for texture if you prefer). Stir in the ham, milk, vinegar, nutmet, cayenne and cheese. Stir over low not allowing the soup to boil. Season with salt and pepper.
Ladle into bowls and garnish with freshly minced chives.