Preheat the oven to 190c. Lightly grease 4 small tart tins.
Grate the parsnips and carrots. Squeeze out any excess water, and place the parsnips and carrots in a bowl. Stir in the oil, egg, salt and pepper until combined.
Spoon the mixture into the prepared tart tins, pushing it to the edges to form a cup shape. Place in the oven and bake for 20-25 minutes until golden and crisp (cover with foil for the last 10 minutes if it looks like it’s going too brown.
Meanwhile, make the filling. Heat the olive oil in a frying pan. Add in the shallots, salt, pepper and garlic. Cook on a low heat for 5-6 minutes until the shallots are very soft.
Add in the mushrooms and chestnuts and cook for a further 2-3 minutes, then pour in the wine. Increase the heat and allow to bubble until reduced by half.
Stir in the cream, wensleydale, cranberries and thyme leaves. Heat on a medium heat, stirring regularly until the cheese has melted.
Remove the rostis from the oven and carefully remove from the tart tins. Spoon the mushroom mixture into the rostis and sprinkle on fresh thyme leaves and cranberries before serving.