Preheat the oven to 200°C.
Peel and deseed the squash then dice it into bite-sized chunks. Core the apple and cut it into wedges.
Put the squash and apple chunks on a baking tray then toss with the cinnamon and 1 Tbsp olive oil. Season and roast for 30 minutes, until tender and golden.
Meanwhile, slice the leek and celery. Heat the remaining oil in a large pan and gently cook the sliced vegetables until soft. This will take about 10 minutes.
Add the roasted squash and apple to the leek & celery, pour in the stock and. Bring to the boil, simmer for 5 minutes, then blend until smooth - add water until you get the consistency of creamy, smooth soup. Season to taste and heat it up again.
Mix the Stilton with enough yoghurt to get a thick, creamy consistency.
Serve the soup in mugs or bowls with a spoonful of creamy Stilton and a pinch of dried chilli flakes if you like.