Preheat the oven to 450 degrees F, and line a rimmed baking sheet with foil or parchment paper. Trim all the veggies, cutting the carrots and parsnips into long pieces approximately the same size as the asparagus.
Separate the vegetables into bundles with about 3 asparagus spears, 3 carrot spears and 3 parsnip spears in each bundle. Tie each bundle with a piece of bacon and lay them on the baking sheet. Sprinkle with salt and pepper.
Roast in the oven for 20 minutes. Meanwhile, whisk the ingredients for the glaze together. After 20 minutes, drizzle the glaze over the veggies and place them back in the oven for another 5 minutes. Serve warm.
This is not a great make-ahead recipe. The bacon and asparagus are best when fresh out of the oven. However, you can prep the bundles and make the glaze a day ahead. Then refrigerate until ready to roast.