Preheat oven (electric cooker: 200 °C/circulating air: 180 °C/gas: see manufacturer). Drain the tomatoes in a sieve, collecting 3-4 tablespoons of oil. Coat a baking tray with a little tomato oil. Cut the tomatoes into small pieces.
Peel, wash and cut carrots and parsnips into pieces. Wash, peel (wear disposable gloves - they stain strongly!) and cut the beetroot into small pieces. Spread the carrots, parsnips and beetroots on the tray. Sprinkle with remaining oil, season with salt and pepper. Bake in a hot oven for 45-50 minutes.
After about 25 minutes, spread tomatoes and olives on the vegetables. Wash the rosemary, dab dry, remove the needles and chop coarsely. Wash the lemon hot, dry and finely grate the peel.
About 10 minutes before the end of the baking time, sprinkle rosemary and pine nuts over the vegetables.
For the dip, crumble feta coarsely. Finely puree the feta and yoghurt with a hand blender. Season to taste with salt and pepper. Remove oven vegetables from the oven. Sprinkle with lemon peel and serve with the dip.