Start by roughly chopping a yellow onion and 1-2 jalapenos, then add them to a pot along with black peppercorns and 2 Tbsp olive oil. Allow the ingredients to sweat over medium-low heat for about 5 minutes or until onions start to become slightly translucent. Add in heavy cream and bring to a light simmer for about a minute. Cover and turn off the heat, then set aside for at least 30 minutes.
Meanwhile, chop the bottom off of the fennel bulb and discard along with the green fronds and any bruised pieces. Slice the bulb in half, then into thin wedges.
Toss fennel wedges along with sliced cauliflower florets in a bowl with 4 Tbsp olive oil, smoked paprika, salt, and white or black pepper. Assemble on a baking sheet lined with parchment paper and roast in the oven at 400° F for 10-20 minutes. Flip the pieces, then roast for another 10-20 minutes.
Slice off the bottom of the leeks and the thick green leaves and discard. Cut the bulb in half and rinse thoroughly to remove any dirt that might be trapped between the layers. Place cut-side-down on a cutting board and thinly chop.
Add to a large pot with 2 Tbsp olive oil and saute for 5-10 minutes or until leeks lose about half their volume. Add in minced garlic cloves and toast for 1-2 minutes or until fragrant.
Add roasted cauliflower and fennel to the pot, along with peeled & chopped potatoes, chicken broth, dried thyme, and 1-2 bay leaves.
Bring to a boil, then cover and simmer over medium-low heat for 20 minutes or until potatoes are fork-tender. Remove bay leaves then use an immersion blender to blend until your desired texture is reached.
Use a fine-mesh strainer to strain the chunks from the cream. Press with a wooden spoon or ladle to squeeze out as much of the cream as possible. Mix the infused cream into the soup along with Boursin cheese and stir over low heat until consistent. Discard the onion mixture.
Fry a few slices of bacon and crumble over plated soup to garnish, along with chives and/or fennel fronds.