Carrot jam, part 1: In a small saucepan, bring water to a boil with honey and bay leaf. Reduce heat and simmer until the mixture thickens slightly, about 6–8 minutes. Add grated carrots and coriander, and simmer until the carrots become thick and jam-like, about 40 minutes.
Walnut crumb: In a small bowl, mix ground walnuts, sesame seeds, za’atar, sumac, and a pinch of salt. Stir in olive oil to make the mixture slightly sticky. Set aside.
Feta: Preheat oven to 400 F. Slice feta into 6 equal pieces (don’t worry about breakage). Place each slice of feta on a piece of parchment paper, roughly in the middle of the paper. Spoon a heaping tablespoon of the walnut crumb over the feta and pack it down lightly. Drizzle 1 teaspoon of olive oil. Fold the parchment over the feta and seal each packet by folding or rolling the edges over twice. Transfer the packs to a baking sheet and bake for about 12 minutes.
Carrot jam, part 2: When the carrots have reduced and most of the liquid has cooked down, stir in lemon juice and olive oil. Set aside.
Assembly: When feta is piping hot and ready to serve, cut an X in the top of each paper packet with scissors—carefully, so the steam doesn’t burn you. Pull the tips of the triangles away from the center to open up each packet. Spoon a little carrot jam on each feta chunk, sprinkle with scallions, and serve immediately with pita bread.