Preheat oven to 425 degrees.
Peel and rough chop parnsips. Toss them with olive oil, nutmeg and salt and pepper. Roast on a large greased baking sheet uncovered, about 25 minutes. Stir mid-way.
While parnsips are roasting peel and rough chop the pears. Add the pears to the roasting parsnips at the end of the 25 minutes reference above. Continue to roast parsnips and pears another 20-25 minutes until parsnips are tender. Stir occasionally.
In a large dutch oven (5 qts or more) melt butter. Clean and thinly slice the leeks, white portion only. Add the leeks, shallots and celery to the butter and sauté about 6 minutes.
Add the broth, bay leaf and thyme to the pot. Add the roasted parsnips and pears. Bring the mixture to a boil and simmer for 30 minutes.
Allow to cool slightly. You can pureé the mixture with an immersion blender or in batches in a blender.
Add cream and bring mixture back to serving temperature.
Note: You can freeze the pureé and add the cream when reheating just before serving.