In the bottom of a heavy pot over medium heat, add in the oil and garlic and cook until the garlic is lightly browned. Add in the sliced leeks and fennel and cook until they begin to turn translucent. About five minutes.
Add in the parsnips and cook until they begin to caramelize on the side. Pour in the vegetable stock and bring to a boil. Reduce to a simmer and cook until the parsnips are soft.
Meanwhile in a small sauté pan, heat the bacon fat over medium heat. Add in the peeled and diced apples and cook until they are caramelized on the outside but still have a bit of crunchy al dente texture. Stir in the pinch of nutmeg and set aside.
Blend the soup with the heavy cream and season with salt and pepper. If the soup is too thin, continue to let it simmer until it reaches the desired thickness. If it is too thick, add a bit of extra vegetable stock or water. Serve with a bowlful of the soup topped with apples.
This soup can be made up to three days in advance. Just keep the apples separate so they don't lose their crunchy texture from sitting in the soup.
For a fun variation, add cooked bacon pieces with apples for extra texture and flavor.