Put the stock in a large pan, add the sliced sweet potatoes and parsnips, and bring to the boil. Cook for 7-10 minutes until tender, then remove from the stock with a slotted spoon and set aside.
Preheat the grill to medium. Add the cornflour and water mixture, along with the garlic, to the stock in the pan. Slowly bring back to the boil and simmer until thickened. Remove from the heat and stir in the cream.
In a 1.5-litre baking dish, layer half the parsnips and sweet potatoes with half the rosemary and half the walnuts, then pour over half of the sauce. Repeat with the remaining parsnips and sweet potatoes, sauce and most of the remaining rosemary. Scatter over the remaining walnuts and the cheese, and grill for 3-5 minutes, until the cheese has melted and the walnuts have browned. Scatter over the remaining rosemary leaves.
Meanwhile, bring a pan of water to the boil over a medium heat, add the broccoli and cook for 5 minutes until just tender. Serve the broccoli with the vegetable bake.
If you love layered potato bakes watch our 'How to' video for how to make Dauphinoise potatoes.