Pre-heat oven to 200°C/390°F. Peel carrots and parsnips and quarter them lengthwise. Peel and halve beetroot, then cut into 1-cm/0.4-in. slices. In a bowl, combine the vegetables with lemon zest and olive oil. Season with salt and pepper.
Without overlapping, lay vegetables onto a baking sheet. Bake at 200°C/390°F for approx. 35 min.
To make the dip, use 2 forks to pull apart trout fillet. Finely grate horseradish. Mix smoked trout, horseradish, lemon juice, and coconut milk in a bowl. Stir well to combine. Season with salt and pepper to taste. Drizzle the baked vegetables with some olive oil. Serve with finely chopped chives on top. Dip in and enjoy!