Meanwhile, melt butter in a large saucepan over medium heat. Add onions and saute until translucent or about 5 minutes.
Add the roasted cauliflower, chicken broth, and one cup of water. Bring to a boil and boil until cauliflower is very soft (about 10 minutes).
Carefully transfer this mixture to a blender in batches (should take 2-3 batches) and puree until smooth.
Return to saucepan, add cheese and cayenne and more water if necessary to thin out the soup. Heat over medium-low heat until cheese is melted and soup is heated through.
Serve immediately or cool and store in an airtight container in the fridge for 2-3 days.