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Slice enough parsnips thinly lengthways to cover the surface of a small ovenproof dish, then slice the rest thinly into rounds. Combine the milk, cream, stock, mustard and half the cheese in a large, lidded saucepan and bring to the boil. Add a good grating of nutmeg and some seasoning – the sweet parsnips can take a bit of salt – then tip in the parsnips. When the cream is simmering again, cover and cook for 6 mins.
Using tongs, fish out the long slices of parsnip and set aside. Tip the rest into your dish, then arrange the long slices over the top. Scatter with the rest of the cheese and another grating of nutmeg. Can be chilled for up to 24 hrs.
To serve, heat oven to 180C/fan 160C/gas 4 and bake for 1 hr, then turn up to 200C/fan 180C/gas 6 and brown for 15 mins more – you can do this while the pie is resting.