1. Heat olive oil in a large pot over medium heat. Stir in parsnips and onions, and cook until the onion softens and turns translucent, about 5 minutes. Add potato, squash, carrots, apple and chicken stock. Bring to a boil, then reduce heat to medium-low, cover, and simmer until the vegetables are soft, about 20 minutes.
2. Carefully puree the soup in a blender, or use a stick blender to puree the soup right in the pot. Once the soup has been pureed, return it to the pot and stir in cream. Season with nutmeg, salt and pepper, simmer gently for 5 minutes.