Meanwhile, put a single layer of zucchini, squash and tomato onto an olive oil coated shallow baking sheet. Bake for 10 minutes, then stir and bake for 10 additional minutes; discard thyme sprig and add to Dutch oven.
Combine half of the beans with 2 cups of broth in blender and puree. Add to Dutch oven with remaining broth. Simmer for 10 minutes. Season with cayenne, salt & pepper.