Start by preheating your oven to 400°F (204°C). Peel and cube the sweet potatoes. Spread them on a baking sheet, drizzle with olive oil, and sprinkle with salt. Roast them for about 25-30 minutes, or until tender and caramelized. This step enhances their natural sweetness.
In a large pot over medium heat, add the diced bacon. Cook until crispy, about 5-7 minutes. Remove it from the pot and place it on paper towels to drain. Save the drippings for later, as they will contribute to the soup's flavor.
In the same pot with the bacon drippings, add the onions, celery, and leeks. Sauté until tender, approximately 5-7 minutes. Stir in the fresh thyme leaves to infuse the aroma into the vegetables.
Now, add your roasted sweet potatoes into the pot. Pour in the chicken stock and stir everything together. Let the mixture come to a simmer for about 10 minutes. This allows the flavors to meld beautifully.
Using an immersion blender, blend the soup to your desired creaminess. If you prefer a chunkier texture, blend only half. Stir in the heavy cream, maple syrup, and smoked paprika. Season with salt and pepper to taste. Simmer for another 5 minutes before serving.