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Adjust racks to middle and top positions and preheat oven to 425 degrees. Wash and dry all produce. Trim and peel carrots; cut into 2-inch pieces. Halve, peel, and thinly slice shallot. Mince a few slices until you have 3 TBSP. Zest lemon until you have ½ TBSP (1 TBSP for 4 servings); quarter lemon.