Preheat the oven to 425°F. Line a baking sheet with parchment paper or a baking mat.
Combine all the seasonings in a small dish and set aside 1 tablespoon of the seasoning mix for later. Add the baking powder to the dish.
Pat dry the chicken thighs with paper towels, then coat them in 1 tablespoon of olive oil. Season them well with the entire seasoning mixture.
Add the carrots, onions, and fennel to the baking sheet. Drizzle them with the remaining 1 tablespoon of olive oil, then season them with the reserved spice mixture and toss.
Add the chicken pieces on top, then transfer to the oven and roast at 425°F for 35-40 minutes or until the chicken is done.
While the chicken roasts, combine olive oil, lemon zest, juice, yogurt, cumin, sea salt, and sweetener in a large jar. Shake well (or use an immersion blender to combine). Add the fresh herbs, then mix again (or pulse a few times with the blender).
Serve the chicken and veggies with the sauce drizzled on top.
