Preheat oven to 200ºC.
Toss the quartered shallots with the olive oil, balsamic vinegar and thyme in a small baking dish. Season with salt and pepper. Bake for 40-50 minutes, stirring every 15 minutes or so, until the shallots are tender and beginning to brown. Set aside.
Add the parsnips to a roasting tray with the oil and some seasoning and turn to coat lightly. Spread out in a medium roasting tin, in a single layer.
Roast for 20 minutes, turning halfway, until nicely golden and crisp.
Pour the honey into the roasting tin and sprinkle in the sesame seeds, turning to coat well. Roast for a further 10 minutes, turning once if you can.
Toss through the shallots before serving.