Heat the oil in a small frypan over a medium heat. Add the onions, spices and garlic and cook for a few minutes – until the onion softens.
Transfer the onion mixture to a slow cooker. Add the ham hock, parsnips, apples, split peas and 8 cups of water. Stir well, cover, and cook on medium for 8 hours.
Remove the ham hock and shred the meat (discard the bone and fat). Blend the soup using a stick blende until smooth. Stir through the lemon zest and juice, and season to taste.
Divide the soup among serving bowls, and top with some of the shredded meat, natural yoghurt and parsley.