In a large saucepot over medium heat, melt butter.When butter is foamy, add the onion and sauté stirring occasionally, until tender and translucent (approx. 4 to 6 minutes).
Add the squash and stock, bring to a boil and reduce the heat to medium-low.Simmer, stirring occasionally, until the squash it tender when pierced with a fork (approx. 20 minutes).
Add apples, saffron, nutmeg and simmer, stirring occasionally, until the apples are tender (approx. 15 mins). Using a food processor, blender or hand blender, puree the soup until smooth.
Return soup to pot, stir in cream and season with salt and pepper to taste.