In a large bowl, combine the carrots, fennel, onion, lemon, garlic, 2 Tbsp oil, and 1 Tbsp zatar. Toss until vegetables are well coated with oil and Zatar, then spread them out evenly on a sheet pan.
Toss the chicken in a bowl with the remaining 1 Tbsp oil and 2 tsp zatar until well coated. Nestle the chicken in among the vegetables on the sheet pan. Place pan in oven and roast until vegetables are tender and chicken is cooked through, about 35-40 minutes. I recommend a quick check about halfway through - if veggies look like they are browning to fast on the bottom at this point, you can give them a quick stir before replacing pan in oven.
Once you’ve taken the chicken and vegetables out of the oven, stir together the yogurt, harissa, and lemon juice. Drizzle sauce over the warm vegetables and chicken, and sprinkle the parsley over everything. Serve directly off of the sheet pan with warm pita bread on the side.