Preheat the oven to 425°. In a large roasting pan, toss the parsnips, brussels sprouts, pearl onions, cauliflower and celery root with the olive oil. Add 6 of the sage leaves and 4 of the thyme sprigs and season with salt and pepper. Roast for about 30 minutes, stirring once or twice, until the vegetables are tender and lightly browned in spots. Discard the sage leaves and thyme sprigs. Lower the oven temperature to 375°.
Meanwhile, in a medium saucepan, combine the milk with the chopped onion, parsley, 6 of the sage leaves and the remaining 2 thyme sprigs and bring to a simmer. Cover and let stand off the heat for 15 minutes. Strain the milk; rinse out the saucepan.
Melt the butter in the saucepan. Add the flour and cook over moderate heat, whisking, until golden, about 2 minutes. Add the strained milk to the saucepan, reduce the heat to low and whisk occasionally until very thick, about 10 minutes. Whisk in the chopped sage and thyme and the heavy cream and season with the nutmeg and salt and pepper. Fold the sauce into the roasted vegetables.
Spoon the vegetable mixture into eight large, 4-inch-wide ramekins and top with the unbaked Sweet Potato Biscuits. Brush the tops of the biscuits with the beaten egg and press the 8 remaining sage leaves onto the biscuits. Bake the potpies in the center of the oven for about 15 minutes until the biscuits are golden and risen and the filling is bubbling. Let the potpies cool slightly, then serve.