Use a vegetable oil that can withstand high heats and thus maintain their nutritional value. In this respect, refined oils do better than unrefined. For instance, sunflower oil over unrefined sunflower oil and virgin olive oil over extra virgin olive oil.
Parsley roots are not the same as parsnips, yet they are in the same family of root vegetables. If you are unable to find parsley roots, feel free to substitute with parsnips, which are slightly sweeter.
Hungarian wax peppers tend to be more mild than bell peppers. If you use bell peppers to replace the Hungarian wax peppers (or longer banana wax peppers), use a mix of yellow and red peppers as these will be more mild than green peppers.
See the link in my post above (http://www.thehungarydish.com/lecso-recipe-guest-post-by-peter-pawinski/) to learn how to make your own Lecsó.