Preheat the oven to 400°F. In a 13-by-9-inch baking dish, toss together the butternut squash, parsnips, olive oil, sage, 2 teaspoons salt, 1 teaspoon pepper, and thyme. Bake until the squash and parsnips are tender, 1 hour to 1 hour 20 minutes, stirring every 20 minutes.
Meanwhile, cook the bacon in a large skillet over medium heat, turning occasionally, until crisp, 10 to 12 minutes. Transfer the bacon to a paper towel-lined plate. Let stand until cool enough to handle, then crumble into large pieces.
Add the onion to the bacon drippings and cook over medium, stirring, until softened and golden, 25 to 35 minutes. Add the kale, butter, vinegar, remaining ½ teaspoon salt, and remaining ½ teaspoon pepper. Cover the skillet and cook until the kale is wilted, 1 to 2 minutes, stirring once. Remove from heat.
Add the kale mixture and bacon to the butternut squash mixture in the baking dish. Gently mix together and spread into an even layer. Sprinkle with the cheese.
Bake until the cheese is melted, about 5 minutes. Sprinkle with almonds and garnish with sage and thyme leaves.