Trim and peel the turnips and then parboil them for 10 minutes. If they are quite big, halve them through the centre and lay them on the worktop flat-side down, if they are quite small, trim the bases so they sit flat. Use a sharp knife to cut down into them at 1-2mm intervals but don’t cut all the way through. Roll them in some olive oil so they are covered all over, then put them into a roasting tin so they are well spaced apart.
Heat the oven to 220C/fan 200C/gas 7. Snip the bacon into lots of little pieces and poke them into the cuts in the turnips. Mix the parmesan and cayenne with plenty of salt and black pepper and sprinkle this mixture over the turnips. Roast for 40-50 minutes, or until the turnips are tender when you push the point of a sharp knife into them. Cover with foil and continue to cook if they are not quite done but the cheese has turned golden.