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1
Preheat oven to 450u00b0F with rack in middle. Chop enough fennel fronds to measure 1 tablespoon and reserve, then discard stalks and remaining fronds. Halve bulb lengthwise, then core and cut lengthwise into 1-inch wedges.
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2
Toss fennel wedges, parsnips, celery root, carrots, and whole shallots with 2 tablespoons oil, teaspoon salt, and 1/4 teaspoon pepper in a 17- by 12-inch shallow baking pan until coated, then roast, stirring occasionally, until lightly browned and almost tender, 30 to 40 minutes. Remove vegetables from oven. Leave oven on.
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3
Roast peppers on racks of gas burners over high heat, turning with tongs, until skins are blistered, 5 to 8 minutes.
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4
Transfer peppers to a bowl and let stand, covered, until cool enough to handle. Peel peppers and discard stems and seeds. Cut peppers lengthwise into 1-inch strips.
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5
Remove top of pumpkin by cutting a circle (6 inches in diameter) around stem with a small sharp knife. Scrape out and discard seeds and any loose fibers from inside pumpkin with a spoon (including top of pumpkin; do not discard top), then sprinkle flesh with 1/2 teaspoon salt and 1/8 teaspoon pepper. Put pumpkin in a large roasting pan.
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6
Pour 1 1/2 cups sauce into pumpkin and cover with top, then brush all over with remaining tablespoon oil. Roast 1 hour.
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7
While pumpkin roasts, heat butter in a 12-inch heavy skillet over medium-high heat until foam subsides, then saute chopped shallots until softened. Add mushrooms and saute until they are browned and begin to give off liquid, about 8 minutes. Add wheat gluten and 1/2 teaspoon thyme, then stir in 1 1/2 cups more sauce and bring to a simmer. Remove from heat and fold in roasted root vegetables and peppers, 1/4 teaspoon salt, and 1/8 teaspoon pepper.
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8
After pumpkin has roasted 1 hour, spoon vegetable filling into it, then cover with top. Roast until pumpkin is tender when pierced with a fork, vegetables are tender, and filling is hot, about 30 minutes more. Transfer pumpkin to a platter using 2 sturdy metal spatulas.
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9
Stir together fennel fronds, parsley, zest, and remaining 1/2 teaspoon thyme and sprinkle half of it over filling. Stir remainder into remaining sauce and serve sauce on the side.
