Preheat oven to 200°C. Line a tray with baking paper.
Place all veggie ingredients onto the tray and mix with your hands until the pumpkin and parsnip are evenly coated. Bake for 25-30 minutes.
Place lentils into the simmering basket. Fill the Thermomix bowl with water to the 1 litre mark. Insert basket. Top lentils with fennel, cumin, chilli flakes and salt. Cook 1 hour/100/speed 3. Remove from bowl and tip into another bowl to cool.
Pour lemon juice into the lentils and stir to combine. Drizzle with a little EVOO as well if you wish.
Place all ingredients into a small bowl and mix to combine.
To assemble, spread wraps with spiced yoghurt and top with roast pumpkin, parsnip, lentils, and rocket.