Preheat the oven to 425°F. Toss the carrots, zucchini, and red bell pepper with 1 tablespoon olive oil and a pinch of salt on a baking sheet. Roast for 20-25 minutes until the edges turn golden.
Heat the remaining tablespoon of olive oil in a large pot over medium heat. Add the onion and cook for 4 minutes until softened. Stir in the garlic, cumin, coriander, and cinnamon and cook for 1 minute more.
Add the harissa paste and stir to coat the onions. Pour in the lentils, vegetable broth, and diced tomatoes with their juices. Season with salt and pepper.
Bring the mixture to a simmer, then reduce heat to low. Cover and cook for 25 minutes, stirring occasionally, until the lentils are tender.
Stir the roasted vegetables into the pot. Simmer uncovered for 5 minutes to let the flavors combine.
Ladle the stew into bowls and top with chopped cilantro. Serve with lemon wedges on the side.