Place unpeeled garlic cloves on 1/2 of a large greased baking sheet. Arrange butternut squash cubes on other half then drizzle squash and garlic cloves with olive oil. Roast at 400F 15-20 minutes until garlic and butternut squash is tender when pierced with a knife.
Reduce oven heat to 375F and keep oven on. Remove garlic from peel and finely chop until garlic turns into a paste. Set aside.
In a medium saucepan over medium-high heat, melt butter then whisk flour in until smooth. Cook 2-3 minutes until flour-butter mixture is golden brown. Slowly begin to add milk and half-and-half, whisking constantly until sauce is smooth. Bring sauce to a simmer over medium-high heat and cook until slightly thickened.
Transfer cream sauce and butternut squash cubes to a blender. Blend on high speed until completely smooth. Pour sauce back into pan and add roasted garlic paste, nutmeg, thyme, salt, and pepper to taste.
Grease a 9x13 baking pan. Layer 1/3 of sliced potatoes in bottom of pan overlapping them slightly. Top with 1/3 cream mixture and sprinkle with 3 tablespoons Parmesan. Repeat layers two more times and sprinkle top with remaining Parmesan and brie cheese.
Cover pan tightly with tin foil and baked scalloped potatoes at 400F 30 minutes. Remove tin foil and continue baking an additional 20-25 minutes until potatoes are tender, bubbly and top is a deep golden brown. Let potatoes stand 10 minutes before serving warm. Enjoy!