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Wash and dry all produce. Place rack in upper third of oven and preheat to 425 degrees. Line a baking sheet with aluminum foil and brush with a drizzle of oil. Trim scallions. Finely mince whites; thinly slice greens. Zest 1 tsp zest from lime, then cut into 6 wedges. Halve, peel, and mince shallot.