The simple answer is when they are big enough! I wouldn't expect ours to be any sort of size for another couple of months, they are a winter veg. for us.

They always taste better after they have had a touch of frost I use mine staight from the garden all winter until they are finished rather than harvest the whole crop same with swedes and brussel sprouts

Me too Puddock parsnips and brussels sprouts taste much better after frost. Ours even survived the bitterly cold winter of last year.

I agree with both of you, nothing like a frost to bring out the taste. I freeze some of mine as I dont like digging them up when its freeezing cold outside! I have raynauld disease which means I cant regulate my body temperature; so winter is a tuff time for me. So once the parsnips have had a touch of frost I turn into a yetti by putting layers and layers of clothes on and dig my parsnips up all at once. Then I blanch them and cool them quickly and freeze them