Preheat the oven to 375 degrees F.
In a small bowl, whisk together the ground cumin, ground coriander, and olive oil. Add 1/2 teaspoon salt and a generous grinding of black pepper.
Lay the fennel, red onions, lemons, and carrots in a baking dish. Pour the spiced oil over the vegetables and toss to coat. Bake for 30 minutes. Sprinkle feta cheese over the top and bake until the vegetables are caramelized and soft, another 15 minutes.
Cook's Note: I serve this over a simple soft polenta. Delicious and hearty!