Preheat the oven to 400F.
Slice all of your vegetables on a mandolin. Slice your beets last so they don’t ‘bleed’ onto the other vegetables. Pull the thyme leaves off their sticks and crumble your cheddar as well.
Separate the vegetables into two bowls, one for the beets and another for everything else.
Pour ½ of the cream and ½ of the parmesan into the bowl with the squash, potatoes, and parsnips. Add ¼ cup of parmesan and just enough cream (a tablespoon at a time) in with the beets to slightly douse them so they ‘bleed’ less. Add salt, pepper, and thyme to both bowls.
Add the remainder of the cream and parmesan to the bottom of an oiled 8x10 pan.
Add our vegetables to the pan. You can do this in a pattern or sections for each vegetable. Be careful moving the beets around too much.
Add your crumbled cheddar to the top with black pepper and more thyme if desired.
Cover with tin foil. Cook for 30-40 minutes at 400F.
Let sit for 10-15 minutes after it’s finished before serving.