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Assemble to the end of step 3. Chill for up to 48 hours or freeze for up to 1 month. Cook from frozen for 55 mins, or add an extra 10 minutes cooking time if cooking from chilled.
Preheat the oven to 180°C, fan 160°C, gas 4. Spread the cashews on a baking tray and toast for 8-10 minutes, until golden. Cool, then chop roughly and set aside.
Meanwhile, melt 40g of the butter in a large sauté pan or frying pan, add the parsnips and some seasoning and fry over a high heat, stirring occasionally, for 3-4 minutes, until starting to brown. Reduce the heat and add the spices. Cook for 1 minute, stirring, then mix in the leeks. Pour in 150ml water, cover the pan and cook gently until the parsnips are soft when pierced, and the liquid has evaporated. Spread out on a large plate and leave to cool, then mix in the cashews.
To assemble the strudels, melt the rest of the butter and brush some onto a baking tray. Layer up 2 sheets of filo at a time, brushing each one generously with melted butter. Spoon ⅙ of the filling along one of the shorter sides, making sure to leave a 5cm border at either side of the filling. Fold in the sides, then roll up the filo in a log shape to enclose the parsnip and leek mixture. Place on the tray and brush with more of the melted butter. Make light cuts in the pastry along the top. Repeat to make 6 strudels. Mix the sesame seeds together and scatter on top.
When ready to cook, preheat the oven to 200°C, fan 180°C, gas 6. Bake the strudels for 30-35 minutes until crisp and golden brown. Serve with vegetarian gravy and a selection of your favourite festive vegetables.