Position a rack in the center of the oven and heat the oven to 475° F. Line a heavy-duty rimmed baking sheet with parchment. Halve the parsnips crosswise, to divide the thick and thin ends from each other. Halve or quarter the thick ends lengthwise, then cut all segments crosswise into 2-inch lengths. In a medium bowl, toss the parsnips with enough of the olive oil to coat generously, the salt, and a few grinds of pepper.
Turn the parsnips out onto the baking sheet and arrange the pieces so that they are evenly spaced and lying on a cut side. If the pieces cover the baking sheet sparsely, arrange them toward the edges of the baking sheet for the best browning. Roast the parsnips until browned on bottom, about 10 minutes. Flip and continue to roast until tender, about 5 minutes.
Return the parsnips to the bowl in which you tossed them with the oil, or put them in a clean serving bowl. If they seem a bit dry, drizzle them with a little oil. Season to taste with salt, pepper, and lemon juice or another flavoring, if using.