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Adjust rack to top position (middle and top positions for 4 servings) and preheat oven to 425 degrees. Wash and dry all produce.
Trim, peel, and cut carrots on a diagonal into ½-inch-thick pieces. Cut potatoes into ½-inch-thick wedges. Halve, peel, and thinly slice shallot. Halve grapes. Strip thyme leaves from stems; mince leaves until you have 1½ tsp (3 tsp for 4). Quarter lemon.