Heat oven to 475 degrees. Wrap beets in aluminum foil. Bake until a knife easily pierces beets, about 45 minutes. Let cool 1 hour. Meanwhile, toss apples with lemon juice.
Bring a large stockpot of salted water to a boil. Meanwhile, prepare an ice-water bath. Blanch potato for 1 minute, and transfer to ice-water bath to stop cooking. Remove potato from bath; drain in colander. Repeat process for celery root and squash, blanching each for 2 minutes.
In a heavy skillet over medium-high heat, melt butter until bubbling. Add onion, and cook until softened, about 2 minutes. Add celery root, and cook 2 minutes. Add potato; cook 1 minute. Add beets and apples; cook, stirring, until all ingredients are tender, about 3 minutes. Season to taste.
Remove from heat; sprinkle with parsley, and serve.
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