Place the hazelnuts in an ovenproof skillet. Place them in the oven to toast for 10 to 12 minutes. Let cool and roughly chop.
In the same skillet, lightly toast the coriander and cumin on the stove over low heat, 3 to 4 minutes. Let cool. Grind the cumin and coriander along with the chopped toasted hazelnuts in a spice grinder.
Increase the oven temperature to 375 degrees F.
Lay the fennel, red onion, lemon and carrots in a baking dish. Drizzle with the olive oil. Season with salt and pepper, sprinkle with the hazelnut and spice mixture and toss to coat. Bake for 20 minutes. Sprinkle the feta cheese over the top and bake for another 20 to 25 minutes, until the vegetables are caramelized and soft.
Garnish with a drizzle of olive and sprinkle with cilantro or parsley.