Heat olive oil in pan over medium heat. Add your walnuts and season with salt, pepper and rosemary leaves.
Toast walnuts and season to taste. Turn off heat and set to the side.
Melt the butter in a large stockpot over medium-low heat. Then add your apples, onions, potatoes and squash.
Season with salt and pepper and cook until onion is soft and translucent.
Next add your flour and sage. Stir.
Add the apple cider and cook on high heat until the soup is thickened.
Pour in the broth and milk, cover the pot and bring it to a boil.
Reduce the heat to a simmer, stir, cook for 10 minutes until the potatoes are soft.
Turn the heat up to medium and add your cheddar cheese.
Stir until the cheese has melted.
Puree your soup in batches in a blender (carefully) until smooth OR use an immersion blender directly in the stockpot.
Season again with salt and pepper to taste (if need be).
Add fresh herbs, toasted walnuts, extra cheese to the top.
Add your bacon or prosciutto (optional).
Serve with bread or salads.