Cook parsnips in a large saucepan in enough water to cover 30 minutes, or until tender. Drain; return parsnips to saucepan.
Melt butter in small skillet on medium heat. Add shallots; cook about 3 minutes or until shallots start to brown. Remove from heat; stir in horseradish, salt, pepper and nutmeg. Set aside.
Mash warm parsnips with the masher attachment until mixture is almost smooth. Stir in shallot mixture.
Cut each potato in half lengthwise; remove interior of potato with large tablespoon leaving 1⁄2" potato on skin; set inside of potato aside for later use.
Fill each potato skin half with about 1/2 cup of parsnip filling. Sprinkle Parmesan cheese evenly over potatoes. Bake potatoes in 350°'F oven 10-15 minutes or until heated through. Sprinkle with fresh parsley before serving.