Start by preheating the oven to 400F and line a sheet pan with parchment paper.
Peel the onion and cut into 8 sections. Cut the top off the garlic bulbs, just enough to expose the garlic cloves. Place the mushrooms, onion, and garlic bulbs on the prepared baking tray. Drizzle with olive oil, sprinkle with 1 teaspoon salt, and roast in the oven for 25 minutes.
Transfer the roasted mushrooms and onion to a 4Qt Dutch oven or large soup pot. Squeeze out the garlic cloves from the bulbs and place in the pot.
Pour the beef broth in the Dutch oven and add the oregano and the other teaspoon of salt. Bring to a simmer.
Add the cubes of Brie cheese to the simmer soup. Stir them in until melted.
Remove the soup from the heat. Use an immersion blender to blend the soup until smooth.
Whisk the heavy cream into the soup and bring back to a simmer before serving.