Heat oven to 425°F. Line a large baking sheet with parchment.
Toss cauliflower with about half the oil, a pinch of salt, and pepper. Spread in an even layer.
Roast until edges are deep golden and tender, 25–30 minutes, flipping once halfway.
Warm remaining oil and the butter in a soup pot over medium heat.
Soften onion for 5–6 minutes. Stir in garlic, thyme, and smoked paprika; cook 1 minute until fragrant.
Pour in the broth and bring to a gentle simmer, scraping up any browned bits.
Add roasted cauliflower. Simmer 8–10 minutes to meld flavors.
Blend until smooth with an immersion blender. Thin with a splash of broth if you like.
Stir in cream and lemon juice. Season with remaining salt and more pepper to taste.
Ladle into bowls and finish with chives.