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1
Preheat oven to 425u00b0F with racks in upper and lower thirds.
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2
Pulse walnuts with bread crumbs in a food processor until nuts are finely chopped (not ground).
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3
Peel potatoes and slice 1/4 inch thick. Divide all vegetables between 2 large 4-sided sheet pans and toss each pan of vegetables with 3 tablespoons oil, 1/2 teaspoon salt, and 1/2 teaspoon pepper.
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4
Roast vegetables, stirring and switching position of pans halfway through, until softened and golden brown in spots, 35 to 40 minutes. Leave oven on with 1 rack in middle.
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5
Add 1/3 cup water to each pan of vegetables and stir and scrape up brown bits from bottom. Chop 1/4 cup fennel fronds. Combine all vegetables in 1 pan and toss with fennel fronds and dill.
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6
Brush baking dish with some of remaining olive oil. Cover stack of phyllo sheets with plastic wrap and a damp kitchen towel. Keeping remaining phyllo covered and working quickly, place 1 sheet on a work surface, then gently brush with some oil and sprinkle with 2 rounded tablespoon walnut mixture. Place another phyllo sheet on top and repeat brushing and sprinkling. Top with a third sheet and brush with oil.
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7
Drape phyllo stack into one half of baking dish, gently pressing it into bottom and up side and leaving an overhang. Make another stack with 3 more phyllo sheets, more oil, and remaining walnut mixture. Drape into other half of dish (phyllo will overlap in center of dish).
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8
Spoon vegetables into phyllo shell. Fold overhang toward center over filling (it will not cover vegetables) and brush edge with oil. Brush remaining 2 sheets of phyllo with remaining oil, tear in half, crumple, and arrange on top of filling.
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9
Bake in middle of oven until phyllo is deep golden brown, 20 to 25 minutes. Cool 5 minutes before serving.
