Preheat oven to 450°F (230°C) and line a baking sheet with parchment paper.
Peel the parsnips and cut each one in half lengthwise. Slice each half into about 4 long strips, depending on the size of your parsnips. Transfer to the prepared baking sheet.
Drizzle with the oil and add the rosemary, salt, and ground black pepper. Toss with your hands to coat the fries. Bake for 25-30 minutes, or until golden brown, stirring once halfway through baking.
Mushroom Gravy
In the meantime, prepare the mushroom gravy. Heat the oil in a non-stick skillet over medium heat. Once hot, add the minced shallot and garlic, and sauté for about 2 minutes.
Add the sliced mushrooms and cook for about 5 minutes, or until the mushrooms are tender. Next, deglaze the skillet with the soy sauce and cook for one more minute.
Add the nutritional yeast, thyme, ground black pepper, water, and almond milk. Let simmer for about 5 minutes to let the sauce soak up the flavors.
Dilute the cornstarch in a tablespoon of water and add to the skillet. Cook for one more minute, stirring regularly, until the gravy has thickened. Remove from heat.
Transfer the baked parsnip fries to a plate and top with the mushroom gravy. Serve hot with chopped cilantro on top!