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Heat oven to 200C/180C fan/gas 6. Toss the carrots, oil and some seasoning on a large baking tray. Cook for 25-30 mins until tender. While the carrots cook, fill 2 large pans with salted water and bring to the boil. Add the rice to one pan and the lentils to the other. Cook following pack instructions, or until just cooked, then drain and set aside to cool.
Zest the oranges over a large bowl. Cut away the peel and pith, then cut along each piece of membrane to remove the segments, catching any juices in the bowl. Set the segments aside. Add the ingredients for the dressing to the orange zest and juice, season and whisk.
When the carrots have cooled a little, add to the dressing with the remaining salad ingredients, including the cooked rice, lentils and orange segments. Toss together and serve on a big platter.