Preheat your oven to 200 C (390 F).
Cut the butternut squash in half and remove the seeds and soft flesh (the skin can be left on or off the squash).
Cut the pumpkin, parsnip, potato, and onion into 2 cm (1 inch) cubes.
Peel the garlic cloves and leave whole.
Peel the shallots and cut in half top to bottom.
Cut the zucchini, squash, peppers (no seeds) into a similar size as the pumpkin etc.
Strip the sprigs of rosemary and finely chop the leaves.
Cover the base of a large baking tray or two smaller trays with olive oil and place in the oven for 3-5 minutes, (for that home baked country taste you can use dripping or shortening).
Add the pumpkin, potatoes, parsnip, onion, shallots, garlic, and rosemary to the oil, gently toss with a steel spatula, and return to the oven for approx 15 minutes.
After 15 minutes, add the remaining vegetables, season with salt and pepper, and toss once again to ensure everything is coated in oil. Return to the oven for a further 20 minutes.
Remove the tray from the oven and allow to sit for a few minutes.
Toss most of the warm vegetables with the rocket lettuce, some seasoning, a little oil from the pan, and a touch of balsamic vinegar (not too much vinegar though as it will kill that freshly roasted flavor).
Divide the salad evenly among 4 plates and top with the remaining roast vegetables and some crumbled fetta cheese.
Sit your guests down and eat ASAP as this is a dish best served fresh. The left-over vegetables are great in a cold salad or pasta or puréed in a soup.