Vegetable Potpies with Sweet Potato Biscuits

parsnips, cut into 1/2-inch pieces

brussels sprouts, halved lengthwise

pearl onions, peeled and halved (see Note)

medium head of cauliflower (1 1/2 pounds), cut into 1-inch florets

large celery root (1 1/2 pounds), peeled and cut into 1/2-inch pieces

extra-virgin olive oil

sage leaves, plus 1 teaspoon chopped sage

thyme sprigs, plus 1 teaspoon chopped thyme

Salt and freshly ground pepper

milk

finely chopped yellow onion

flat-leaf parsley sprigs

unsalted butter

all-purpose flour

heavy cream

freshly grated nutmeg

Unbaked Sweet Potato Biscuits

large egg, beaten