Simmer the parsnips in plenty of salted water for 3 minutes. Drain well and toss in half the parmesan cheese. Put the olive oil in a roasting tin and heat in the oven for 3-4 minutes. Arrange the parsnips in the roasting tin, add the butter and bake for 45 minutes. Drain the excess oil into a large saucepan and cook the onion gently until soft, without colouring. Stir in the flour and cook for 1 minute. Add stock, stirring constantly and bring to boil. Add parsnips. Simmer, covered, for 10 minutes.
Puree the soup with the remaining parmesan cheese in the blender. Stir in the cream, taste for seasoning and reheat.
Serve garnished with twists of freshly ground black pepper or parsnip crisps.