Prepare the vegetables: finely chop the onion and garlic, peel and slice the parsnip and carrot, slice the celery and zucchini into half-moons. Remove the cavolo nero leaves from the stems, rinse under running water, and drain. Coarsely chop the leaves.
Pour in the vegetable broth, whole peeled tomatoes, diced tomatoes, and thyme sprigs. Break up the whole tomatoes with a spoon. Bring to a simmer and let cook for 15 minutes.
Stir in the drained cannellini beans and cavolo nero. Simmer for 5 minutes, then add the orzo. Continue simmering for another 10 minutes, or until the orzo is tender.
Remove the thyme sprigs. Ladle the soup into bowls, garnish with fresh basil, and finish with grated Parmesan to taste.