Position a rack in the center of the oven and preheat to 425ºF.
Place the lentils in a medium saucepan, cover with 3 inches of water, and add the onion and bay leaf. Place over high heat, bring to a boil, then reduce the heat to low and simmer until the lentils are tender but still holding a shape, 20 to 30 minutes. Add 1 teaspoon salt toward the end of the cooking time, and more water if needed. Drain the lentils and discard the onion and bay leaf.
Meanwhile, toss the beets and carrots with 2 tablespoons of the olive oil and 1/2 teaspoon each salt and pepper. Roast in the oven until browned and tender, tossing them halfway through cooking, 25 to 30 minutes.
In a small bowl, whisk together the yogurt, garlic, lemon juice, chopped parsley and dill, 1/4 teaspoon salt, and the remaining 1 tablespoon olive oil.
When ready to serve, toss the lentils with a drizzle of olive oil, a good squeeze of lemon, and (if needed) salt and pepper to taste. Place the lentils on a large platter (or divide among 4 plates or shallow bowl) and top with the roasted vegetables, feta, extra herbs, and almonds. Drizzle with the yogurt sauce and pass extra sauce at the table. Serve warm or at room temperature.