Add the peppers, onion, garlic and spices to an oven safe baking dish. Place in the oven uncovered, and bake for 30 to 40 minutes, until the vegetables have softened.
Meanwhile, add the gnocchi to an oven safe dish, and bake or air fry at 400F for 20 minutes until slightly crispy.
Once the vegetables are safe to handle, transfer all of them except the garlic to a blender cup. Squeeze the cloves of cooked garlic into the blender, discarding the skin. Add the vegetable broth and milk, blend and heat (if your blender has that setting). Alternatively add to a stovetop over medium heat, blend with an immersion blender, and heat until warm enough to serve.
Add some gnocchi to a bowl, cover with the soup, season with your favorites and enjoy.