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Adjust racks to top and middle positions and preheat oven to 425 degrees. Wash and dry produce.
Strip thyme leaves from stems; mince leaves until you have 11⁄2 tsp (3 tsp for 4 servings). Trim, peel, and cut carrots on a diagonal into 1⁄2-inch-thick pieces; halve any large pieces. Zest and quarter lemon.
Trim and discard woody bottom ends from asparagus. (Save carrots for another use.)