Put all the peppers and onion into a casserole dish. Coat with the olive oil and then salt and pepper them. Roast in the oven until they're as tender as you'd like - I do it for about 45 minutes (they just start to get a little brown).
In a large pot over medium heat, add the peppers, onions, and the garlic. Next, add the chicken stock and bring up to temperature. Once the ingredients have had a chance to get to know each other, take the pot off the heat (but leave the burner hot).
While off the heat, use the immerision blender to blend the peppers and onions until they're completely incorporated into the stock. No lumps.
Now, add the milk. When the soups back up to the temperature you prefer, ladle into bowls and top with the parsley.