Heat the oven to 180°C/Gas 4.
To make the bag, spread out a rectangle of baking parchment, approximately 60 x 30cm, with the longer side towards you. Fold it in half from left to right. Double-fold the top and bottom edges and secure the folds closed with bulldog clips, creating a bag.
Put the carrots and clementine in a mixing bowl with the spices, bay and oil, season well with salt and pepper and mix well.
Tip them into the bag, double-fold the open edge, and clip it closed.
Sit the bag in a roasting tray and bake for about 30 mins; the bag should puff up.
Turn out into a bowl, or open at the table like a big bag of crisps.
