Preheat the oven to 350°F. Line a quarter-size sheet pan with aluminum foil. Slice off the tops of the garlic bulbs to expose the cloves. Place cut side up on the prepared pan, drizzle with olive oil, and fold the foil over to form a sealed pouch. Roast for 1 hour until the cloves are soft and golden brown. Open the foil and set aside to cool. When cool enough to handle, squeeze the cloves out gently and set aside.
Set a medium soup pot over medium heat and melt the butter. Add the sliced leeks and onion and cook for 2 minutes, stirring frequently, until softened. Add the roasted garlic and cook for 1 minute more, breaking up any large cloves with your spoon.
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 fresh chives, and serve hot.