Preheat the oven to 400F. Line a large baking tray with parchment paper.
Add the carrots to the lined baking tray, drizzle with 1 tablespoon of the olive oil, sprinkle with the curry powder, and lightly season with sea salt and black pepper. Toss to coat.
Roast the carrots in the oven for 25 to 30 minutes, or until fork-tender and golden brown, tossing about halfway through baking.
Meanwhile, combine the lentils and water in a medium saucepan over high heat. Bring to a boil, reduce heat, and simmer uncovered for 10 to 15 minutes, or until tender, stirring occasionally. Strain off excess water.
Add the walnuts to a large skillet and toast over medium heat for 5 to 7 minutes, or until wafting a warm toasted scent, swirling the pan occasionally to prevent burning. Set aside.
Add the roasted carrots, remaining 1 tablespoon olive oil, and cooked lentils to a food processor along with the cilantro, tahini, lemon juice, garlic, coriander, 3/4 teaspoon sea salt, cumin, cayenne pepper, and black pepper to taste. Process for 1 to 2 minutes or until mostly smooth, stopping to scrape down the sides as needed. Add the toasted walnuts and pulse 15 times to chop and incorporate. You want to maintain some texture and for there to be small yet visible walnut pieces. Taste and season with more sea salt and black pepper, if desired.
Spoon the dip into a serving bowl and garnish with fresh cilantro, parsley, and pepitas if desired. Serve with crackers, fresh veggies, or warm pita bread.