Preheat the oven to 425 degrees F.
Put the potatoes and parsnips in large pot, cover with water and bring to a boil over medium heat. Salt the water and cook until tender, 12 to 15 minutes. Drain potatoes and parsnips and return them to the hot pot. Add the milk or cream and mash. Stir in the parsley, and season with salt, pepper and nutmeg, to taste.
Meanwhile, put the meat in a bowl and add 3 tablespoons of Worcestershire, the egg, cracker crumbs, grated onion, salt and pepper, to taste. Cover a baking sheet with parchment paper. Mix meat to combine and form into 4 oval shaped loaves, no more than 1 1/2 inches thick and arrange them on a baking sheet. Drizzle with about 1 tablespoon extra-virgin olive oil and bake for 20 minutes.
While meat is in oven, in a medium skillet over medium heat add the butter and melt, then add the onions and bay leaf and season with salt and pepper, to taste. Cook for 15 minutes, then add the garlic and sage and cook for another 3 minutes. Sprinkle in the flour and stir 1 minute, then whisk in the stock, 2 tablespoons Worcestershire and season liberally with black pepper, to taste. Cook for 1 minute to thicken the sauce.
Serve the steaks, on individual plates, whole or sliced with gravy on top, a mound of mashed potatoes and parsnips and 1 cup of watercress leaves alongside.