Heat the oil in a large pot, then add the onion and swede and cook, stirring often, for 10 minutes until soft but not browned, then add the garlic and cook for a further minute. Stir in the thyme, nutmeg and pepper.
Add the vegetable stock and milk. Bring to the boil, then simmer for 10 minutes.
Puree the soup in a blender (don’t overfill, you may need to do it in batches) or with a hand held stick blender.