Peel the butternut squash, scoop out the seeds with a grapefruit spoon, and cut into 1-inch cubes. Put the cubes into a large soup pot with the veggie broth. Mostly cover the pot and bring to a simmer; cook until the squash is fork tender. Stir occasionally and adjust the heat if necessary to keep it at a gentle simmer.
In the meantime, prepare the fennel as follows; you'll only be using the bulb. Cut the stems from the bulb and slice off a bit of the base. Remove any wilted or tough outer layers. The fronds and stems don't have to be discarded. You can save them for another recipe.Cut the bulb in half, then cut each half into thin slices.
Heat the oil in a large skillet over medium-high heat with a bit of onion. When it begins to gently sizzle, add the remaining onion and mushrooms; cook, stirring often, for about 5 minutes, or until softened.
Add the fennel and jalapeño to the skillet and cook, stirring often, for another few minutes.
Add the spices, salt, and tomato paste to the skillet; stir and cook for about 30 more seconds.
When the squash is tender, remove 4 cups and blend or mash well. Return the blended/mashed squash back to the soup pot.
Also add the cooked veggies and beans to the soup pot and heat everything through.
When serving, garnish each bowl with roasted peppers and cilantro.