In a large cast iron skillet cook the bacon over medium heat until cooked through and lightly crisp (it will cook a little more in the oven so no need to get it extra crispy) With a slotted spoon remove the bacon from the pan to a paper towel lined plate to drain. Add the onion to the bacon drippings (you should have about 1 tablespoon leftover, if there’s way more than that pour out some and save for future use). Cook the onion until soft and tender, about 8 minutes. Remove from the pan and place in a bowl. Add the walnuts to the same pan and cook, shaking the pan often, until lightly golden, about 5 minutes. Add the walnuts to the bowl with the onion and sprinkle in the bacon. Add parsley and cheese. Toss the whole mixture well. Keep to the side.
Wipe out the cast iron (you’ll be using it again).
Bring a large pot of salted water to a boil. Add the turnips and blanch for 3 minutes. Drain in a colander and rinse under cold water to help stop the cooking.
Melt the butter in the cast iron skillet set over medium-high heat. Add the mushrooms, a hefty pinch of salt and pepper and cook, stirring occasionally, until the mushrooms begin to give up some of their liquid, approximately 4 to 5 minutes. Add the garlic and nutmeg and continue to cook for another 1 to 2 minutes. Sprinkle the flour over the mixture and stir to combine. Cook for 1 minute. Add the broth and simmer for 1 minute. Decrease the heat to medium-low and add the cream. Cook until the mixture thickens, stirring occasionally, approximately 6 to 8 minutes.
Remove from the heat and add the turnips. Sprinkle evenly with the bacon onion mixture. Place into the oven and bake until bubbly, approximately 15-18 minutes.