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1. Preheat oven to 450 F and line a large rimmed baking sheet with parchment paper or a Silpat liner.
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2. Melt the ghee in a medium saucepan over medium heat. Transfer half of the melted ghee to a large bowl and set it aside for now. Add the millet to the saucepan with the remaining ghee and toast until fragrant, about 3 minutes, stirring frequently. Add 3/4 teaspoon salt and the boiling water. Turn heat up to high and bring to a rolling boil. Then turn heat down to low, cover the saucepan, and cook the millet until tender, about 20 to 25 minutes, stirring occasionally. (You can proceed to step 3 while the millet cooks). Once tender, immediately pour the millet into a fine mesh sieve to drain off the excess water (do not squeeze it though).
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3. While the millet cooks, roast the vegetables. Add the carrot, fennel, onion, remaining 1/2 teaspoon salt, and black pepper to the bowl with the reserved ghee and toss to combine. Spread the veggies out in a single layer onto the prepared baking sheet. Put them into the preheated oven and roast until tender and starting to brown, about 25 minutes, tossing once halfway through.
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4. Toss the millet, roasted vegetables, and lemon juice together in a large bowl, then transfer to a serving dish. Drizzle the hazelnut oil on top and sprinkle on the reserved fennel fronds.
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5. Serve warm, room temperature, or chilled (but I like it best warm!).
