Peel parsnips, and cut into 1-inch chunks, brush lightly with oil and place on a baking sheet lined with heavy duty aluminum foil (for easy cleanup). Roast until the parsnips begin to soften (as tested with a knife blade) and until the tips begin to turn golden brown. This takes about 40 minutes. Remove from oven and let rest for a few minutes while you start the other ingredients in the stockpot. (Leave oven on for toasting of croutons.)
Melt the butter over medium-low heat in a large stockpot and gently saute the onion until translucent. (This takes about 10 minutes, but the more important thing is that they look translucent.) Add the chicken stock, slice open the vanilla bean lengthwise and scrape the seeds into the pot and add along with the vanilla pod itself. Increase heat to medium, add the roasted parsnips, and bring to a boil. Season with salt and pepper, cover and let cook until the parsnips are completely tender, about 20 minutes.
Once you have the soup underway, toast the croutons in the oven which is already preheated to 400 degrees F. Cut the epee loaf into 3/4-inch thick slices. Brush the bread with oil and place on a foil lined baking sheet (important for cleanup purposes). Sift dark cocoa over the bread and toast briefly in the oven, just to make crispy. Remove and set aside.
Stir the white chocolate chips into the soup and cook for a further 5 minutes, to allow them to melt and to integrate flavors.
Remove soup from heat, discard vanilla pod, and stir in heavy cream. Using an immersion blender, blend until smooth. (Remember, when using an immersion blender, the blade end has to be immersed, or it will make a big mess.) Squeeze fresh lemon or lime juice into the pot and stir to combine. (Note: If you hold the sliced end of the fresh lemon or lime against your palm while you squeeze in the juice, the seeds are likely to stay in the rind.)
Ladle soup into bowls and garnish with fresh dill. Serve with lemon wedges and dark chocolate dusted croutons.