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Adjust rack to middle position and preheat oven to 425 degrees. Wash and dry produce.
Trim, peel, and cut carrots on a diagonal into ½-inch-thick pieces. Halve, peel, and thinly slice onion. Strip thyme leaves from stems until you have 1 tsp (2 tsp for 4 servings); mince leaves. Zest and quarter lemon.