Peel potatoes, parsnip and pumpkin; cut the pumpkin into large, bite-size pieces and potato and parsnip into smaller pieces. Cook vegetables in a large pan of boiling water for 8 minutes or until just tender (still crunchy). Drain and then arrange cooked vegetables in base of a large, deep ovenproof dish.
Melt butter in a pan over low heat. Add flour and cook, stirring constantly, for 1 minute. Remove from heat and gradually stir in milk. Return pan to heat, bring mixture to the boil, stirring constantly, until thickened; boil for another minute. Add the nutmeg and salt and pepper; pour sauce over the vegetables. Preheat oven to 350F (180C).
To make crumble topping
Sprinkle the cashew nuts over the vegetables. Dot with butter (optional). Bake for 30 minutes or until golden. Garnish with alfalfa sprouts, if desired.