Preheat the oven to 200°C gas mark 6. Make a slit in the skin of each chestnut. Place in a small roasting tin and cook in the oven for 30 minutes until lightly charred and with split skins. Meanwhile, cut the parsnips in half lengthways then in half again. Parboil in simmering water for 5 minutes until starting to give when pierced with a knife, then drain thoroughly. Toss in a tablespoon of the oil and seasoning and arrange in a single layer in another small roasting tin. Cook in the oven for 30 minutes, turning once, until starting to brown.
Skin the chestnuts while still warm. Remove the parsnips from the oven and add the chestnuts and apple slices to the tin. Whisk together the honey and red wine vinegar and drizzle over the ingredients in the roasting tin. Stir to coat, then return to the hot oven for 5–7 minutes until golden and sticky, turning once or twice.
Arrange the rocket in a large serving bowl, add the roasted vegetables and then scatter over the crumbled goat’s cheese and mint. Whisk the sherry vinegar with the remaining oil and seasoning. Add to the salad and gently mix together. The cheese will begin to melt and combine with the dressing to coat the leaves.
The chestnut skins may look blackened and burnt, but they will peel away leaving a wonderfully toasty flavour that pairs well with the mildly tangy cheese and sweet sour dressing.