Combine salsify and a small amount of water in a small saucepan. Bring to a boil. Reduce heat; cover and simmer 10 minutes or until tender. Drain salsify well.
Place salsify, celery, onion, salt, pepper, and half-and-half in container of an electric blender; process until smooth. Transfer salsify mixture to top of a double boiler. Place over simmering water. Cook, stirring constantly, until thoroughly heated.
Gradually stir one-fourth of hot mixture into yolk; add to remaining hot mixture, stirring constantly. Cook over simmering water 2 minutes, stirring constantly.
Spoon soup into individual serving bowls; garnish with parsley. Serve immediately.