1Heat oven to 375º. Grease 3-quart casserole.
2Cook whipping cream, leeks, thyme, salt, pepper and nutmeg in heavy 2-quart saucepan over low heat, stirring occasionally, until mixture begins to simmer. Stir in yams and parsnips. Cover and simmer about 10 minutes or until vegetables are slightly tender.
3Layer half of the vegetable mixture and half of the cheese in casserole. Top with apple. Repeat layers of vegetables and cheese.
4Bake uncovered about 45 minutes or until golden brown and bubbly. Let stand 10 minutes before serving.