Preheat oven to 450ºF.
Break cauliflower and broccoli into florets. Peel and slice onion.
Lay cauliflower, broccoli, and onion onto two baking sheets in a single layer. Drizzle with olive oil, red pepper, and half the salt.
Roast 13-15 minutes, until veggies are tender and beginning to blacken.
Add cauliflower, milk, broth, and cheese to a blender basin, and blend until smooth. Add more milk if the mixture is too thick.
Pour mixture into a soup pan, and cook over medium heat to warm. Add the Old Bay, and the remaining salt to taste.
Meanwhile, dice broccoli into small, bite-size pieces. Reserve about ¼ cup of broccoli for a garnish, and add the remaining broccoli to the soup.
When soup is hot, serve with reserved broccoli as a garnish.
Leftovers: Store leftover soup in the fridge and use within 3-4 days.