Preheat oven to 350°F. Toast hazelnuts on a rimmed baking sheet, tossing occasionally, until golden brown, 10–12 minutes. Let cool, then coarsely chop.
Increase oven to 400 F. Toss cauliflower and 2 Tbsp. oil on another baking sheet; season with salt and pepper. Roast, tossing once, until florets are browned all over and tender, 30–35 minutes
Cut bacon crosswise into 1/2" pieces. Heat a heavy pot over medium and cook bacon, stirring occasionally, until browned and crisp, 10–12 minutes. Transfer to paper towels.
Cook fennel,leeks, onion, and garlic in drippings in pot, stirring occasionally, until onion and fennel are very soft, 8–10 minutes. Add wine and cook until mostly evaporated, about 5 minutes
Add roasted cauliflower, broth, cream, and bay leaves; season with salt and pepper. Bring to a boil, reduce heat, and simmer until cauliflower is very tender, 20–25 minutes. Pluck out bay leaves; discard. Let mixture cool slightly.Working in batches, purée cauliflower mixture until very smooth. Strain back into pot; season with salt and pepper.Just before serving, ladle soup into bowls; top with bacon and nuts and drizzle with oil
