Preheat the oven to 350°F. Line a quarter-size roasting sheet pan with aluminum foil.
Slice off the tops of the garlic heads, exposing the cloves. Place cut side up onto the prepared roasting sheet. Drizzle with olive oil and fold each side of the foil over to cover the garlic completely, forming a sealed pouch. Roast for 1 hour, until the cloves are soft and golden brown. Open the foil and set the roasted garlic aside to cool. When the garlic is cool enough to handle, gently squeeze to remove each of the cloves.
Into a medium soup pot over medium heat, add the butter. When the butter is melted, add the sliced leeks and onion. Cook for 2 minutes, stirring frequently until softened. Add the roasted garlic and continue cooking for an additional 1 minute, using your stirring spoon to break up any extra large garlic cloves.
Stir in the flour then add the chicken-style broth, Marsala wine, and white pepper. Reduce the heat to low.
Simmer for 15 minutes, stirring occasionally, until heated through. Adjust seasoning to taste.
Ladle into soup bowls, sprinkle with chives, and serve hot.