This is a Hugh FW recipe, a nice one for bread that doesn't need yeast.
Heat the oil in a frying pan, add the onion and cook gently for about 10 minutes, stirring occasionally, until soft and lightly coloured. Remove from the heat and cool slightly.
In a large bowl mix together the flour, salt, thyme, cheese, grated parsnip and some pepper. Add the onion, followed by the egg and 2 tablespoons milk, then mix to form a soft dough, adding extra milk if needed. Don't overwork the dough, just bring it together with a little light kneading. Shape into a round and place on an oiled baking sheet.
Bake in an oven preheated to 180°C for 40-45 minutes, until the loaf is golden and makes a hollow sound when tapped on the bottom.
Leave to cool for a few minutes on a wire rack, then slice and serve while still warm.