Preheat the oven to Gas Mark 5, 190°C, 170°C fan. Put the onion wedges in a 2 litre (2½pt) ovenproof dish, with a splash of water. Bake for 15 minutes, until just starting to soften.
Meanwhile, put the celeriac and squash in a pan with the vegetable stock. Bring to the boil, then reduce the heat and cook for a further 8 minutes, until tender. Drain and leave to cool.
For the crumble topping, combine the plain flour and the oats in a large bowl. Rub in the diced butter, until the mixture resembles breadcrumbs. Stir through the Parmesan, thyme and lemon zest. Remove the onions from the oven and add the celeriac and squash to the dish. Stir to combine, then dollop over the crème fraîche. Scatter over the crumble mixture and bake for 20-25 minutes, until bubbling and golden.