In a large pot, cover the potatoes and parsnips with cold water. Bring to a boil, salt the water and cook until fork-tender. Drain and return to the pot; mash with the butter, cheese and milk. Season with salt, pepper and nutmeg. Stir in the chives. Serve with the Gravy.
Place a small to medium pot over medium heat and add the butter. When melted, sprinkle in the flour and mix with a wooden spoon to make a roux¿it should look like wet sand. Stir for a couple minutes, then whisk in the stock, making sure to get into the corners of the pan, and bring to a simmer. Let cook for a few minutes, then add the Worcestershire and season with salt and pepper.