Look for small to medium, creamy white roots that are smooth, firm, and free of pitting. Keep parsnips in a plastic bag in the refrigerator for up to 4 weeks. Peel before cooking. Parsnips can be boiled, sautéed, pureed, mashed, or roasted. For a simple roast: Cut them into 1/2-inch-thick sticks; toss with olive oil, salt, and pepper and roast at 400º F, tossing once, until tender, 35 to 35 minutes.