Preheat your oven to 180°C. Peel and half or quarter the parsnips. Trim off the very thin ends to avoid them burning when cooking.
Place them in a heatproof bowl and pour over enough boiling salted water to cover them. Allow them to sit for ten minutes to soften them up, then take them out and gently dry.
In an ovenproof dish add the oil and bacon and warm them up on a medium heat until they start to cook and you can see some of the juices of the bacon.
Add in the blanched parsnips, toss them in the oil and bacon juices and place in the oven for 20 minutes. Once the parsnips are half way through cooking and are starting to crisp, sprinkle over the cheese and make sure each parsnip is well coated. Return to the oven and continue to roast until the cheese and parsnips have crisped.