Preheat the oven to 425F (220C). You can roast all of the vegetables at this temperature and can cook multiple ingredients at the same time, depending on your oven’s size.
Wrap the beets individually and tightly in aluminum foil. Place them on a baking pan. Bake until tender, at least 50 minutes. When the beets are cooked, allow them to cool, then peel and slice them into bite-size pieces.
For each of the parsnips, brussels sprouts, and kabocha, toss them in a large bowl with 1-2 Tablespoons of olive oil and season them with salt and pepper. Spread each one on its own foil-lined baking sheet in a single layer.
The parsnips will need about 30 minutes. Remove them when they are caramelized around the edges and tender on the inside. Flip them at least once during cooking so multiple sides get browned.
The brussels sprouts will need around 25 minutes. Remove them when they are brown around the edges and still fairly bright green. If you notice the color turn less vibrant, remove them so they don’t overcook and become bitter.
The kabocha will need about 30 minutes. It's ready when caramelized on the exterior and tender throughout. Flip it once during cooking to brown both sides of each piece.