01 - Preheat oven to 375°F. Lightly grease a 9x13-inch casserole dish with butter or cooking spray.
02 - Bring a large pot of salted water to a boil. Add butternut squash, parsnips, carrots, and Brussels sprouts. Cook for 8 minutes until slightly tender, then drain well in a colander and set aside.
03 - In a large skillet over medium heat, melt 2 tablespoons butter. Add leeks and garlic; sauté for 3-4 minutes until softened and fragrant, stirring occasionally.
04 - Sprinkle flour over the leeks, stirring constantly for 1 minute to cook out the raw flour taste. Gradually whisk in milk and heavy cream, stirring to prevent lumps.
05 - Add thyme, sage, nutmeg, salt, and black pepper. Simmer the sauce over medium-low heat, stirring frequently, until thickened enough to coat the back of a spoon, about 4-5 minutes.
06 - Gently fold the blanched vegetables into the cream sauce until evenly coated. Pour the mixture into the prepared casserole dish, spreading it into an even layer.
07 - Sprinkle grated Gruyère cheese evenly over the vegetable mixture.
08 - In a small bowl, combine panko breadcrumbs with melted butter and chopped fresh parsley. Mix until the breadcrumbs are evenly coated.
09 - Sprinkle the breadcrumb mixture over the cheese layer. Bake uncovered for 35-40 minutes until the sauce is bubbly around the edges and the topping is golden brown.
10 - Remove from oven and let the casserole stand for 10 minutes before serving. This allows the sauce to set slightly for easier serving.