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