Prepare the vegetables. Depending on your choice of vegetables, cut them so that they will all cook at the same time. In my case, chayote and carrot need to cook longer than squash so I cut them a bit smaller.
Melt the butter in a pan. Add the vegetables, season with salt and pepper, and cook over medium heat, stirring to coat each piece with butter, just until the edges are very lightly browned. Pour in 2 tbsps. of water, cover the pan tightly, set the heat to low and let the vegetables cook in the steam. Should take about 10 minutes by which time, the water should have evaporated.
Meanwhile, in another pan, make the soubise sauce.
Melt 2 tbsps. of butter. Add the chopped onion and stir. Cover and, over low heat and occasional stirring, allow to cook slowly until nicely browned.
Pour in the Béchamel sauce, stir to blend and bring to a simmer.
Place the vegetables in a shallow bowl or plate. Spoon the sauce around them. Sprinkle with chopped parsley, if you like.