Preheat the oven to 400°. In a 9-by-13-inch baking dish, toss the butternut squash, onion and baking potato with 2 tablespoons extra-virgin olive oil to coat; season with salt and pepper. Bake until tender, 45 minutes to 1 hour. Transfer the vegetables and any juices to a large soup pot, add the chicken broth and bring to a simmer over medium-high heat. Remove from the heat and, using an immersion blender, puree until smooth. Stir in the milk, according to the desired thickness, and season with salt and pepper.