Make the Roasted Carrots:
Preheat the oven to 425°F.
Cut off the carrot tops and reserve for the salsa verde. Scrub the carrots, trim the woody stem ends and halve lengthwise.
Arrange carrots in a single layer in a large roasting pan. Drizzle with the oil and season generously with salt. Toss to coat. Add the thyme and shallots cut side down.
Roast until the carrots are very tender and the shallots are softened–the shallots will char on the outside and steam on the inside, 20 to 25 minutes.
Remove the shallots from their skins. Transfer the carrots and shallots to a large bowl.
Squeeze the orange halves over them. Season with more salt to taste.
Pile the carrots on a serving dish and top with generous spoons of salsa verde. Garnish with pinches of fennel pollen, the capers, and some dill sprigs and serve.
Alternative Grill Method:
Grilling brings out the carrots' natural sweetness while adding smoky depth and char. Prepare the carrots as directed, making sure they are cut into even-sized pieces for consistent cooking.
Preheat a grill and the Alpine Outdoor Collection Square Grill Basket to medium-high heat. Grill the carrots and shallots in the grill basket over direct heat until lightly charred, about 4 to 6 minutes, turning occasionally.
Move the grill basket to a cooler area of the grill and continue cooking until the carrots are tender and the shallots are softened, about 10 to 15 minutes total, depending on their size.
Transfer to a bowl, squeeze the orange halves over the vegetables, and season with additional salt to taste.
Pile the carrots on a serving dish and top with generous spoons of salsa verde. Garnish with pinches of fennel pollen, the capers, and some dill sprigs and serve.
Make the Dill Salsa Verde:
Set up a large bowl of ice and water and have near the stove.
Fill a medium saucepan two-thirds of the way with water and bring to a boil over high heat.
Once the water is boiling, gently lower the eggs into the water with a slotted spoon and cook for 3 minutes. Transfer the eggs to the ice bath and let them sit for 5 minutes to stop the cooking process. Drain and set aside.
In a large bowl, combine the dill, carrot tops, capers, anchovies, and shallot.
Crack the eggs in half and add the runny yolks to the herb mixture. Stir to combine. Add the olive oil and stir once more. Season to taste with salt.
Just before serving add 1 ½ tablespoons red wine vinegar per 1 cup of salsa verde.
Store leftovers in the refrigerator for up to 1 week.