Preheat the oven to 400 degrees F and line a rimmed baking sheet with foil.
Put the lentils in a medium saucepan and cover by two inches with cold water. Bring to a boil, reduce to a simmer and cook until tender, about 20 minutes. Drain well.
Meanwhile, toss the carrots and fennel with 2 teaspoons of the oil and sprinkle with salt and pepper on the prepared baking sheet. Roast until tender and golden brown, about 25 minutes.
Add the cilantro, scallions, parsley, vinegar, remaining 1/4 cup oil and some salt and pepper to a food processor and pulse until blended. Combine the lentils, roasted vegetables and dressing together in a large bowl. Serve warm or chilled.