Broccoli Cheddar soup coming out pasty
Your description of the end result as "pasty"  (which I'm interpreting as "very think, like a paste instead of a thick soup") implies to me that there was too much roux for the amount of liquid.  And since the strength of a roux is determined by the amount of flour, I don't think sauteing the onions separately would have had much effect.  Without having the full recipe including the amount of liquid, though, we can't say for sure that the ratio of liquid to roux is off.  But if you try reheating the soup and adding some more liquid and that improves the texture, then I think you'll have your answer.  

As for adding the liquid a little at a time instead of all at once, I also prefer that as a method of thinning the roux gradually and ensuring as few lumps as possible; however, it isn't necessary if you're willing to do a lot of whisking.