Preheat the oven to 400 degrees F (200 degrees C). Place the sweet potatoes and apple on a greased baking sheet, and roast for about 40 minutes in the preheated oven, or until tender. Cool, and peel sweet potatoes.
Heat olive oil in a soup pot over medium heat. Add the onion, celery, bay leaf, and carrot; saute until tender. Remove the bay leaf, and discard. Pour in the chicken broth, and add the sweet potato and apple. Puree in batches using a regular blender, or if possible use an immersible blender to puree while in the pot.
Return to the soup pot, and stir in the cream, lemon zest, and lemon juice. Taste and season with salt and pepper as needed. Heat through, but do not boil. Ladle into serving bowls, and garnish with crumbled cheese.
