Crush the whole fennel and cumin seeds with a mortar and pestle until just slightly broken.
Cut the fennel bulb in half, and then into 1/4 inch slices. Slice the carrots into long juliennes, about 1/2 inch thick. Slice the beets into quarters or sixths. Slice the sweet potato into midsize wedges that are roughly the same size thickness as the beets.
Place the fennel, carrots, beets, sweet potato, and shallots on the baking sheet in a single layer, mixing to distribute evenly. Drizzle with the oil, and sprinkle with the crushed fennel and cumin seeds, ground cumin, and salt. Toss to coat evenly.
Roast for 40 minutes, rotating the pan and turning over the veggies with a spatula halfway through.
Coarsely chop the pistachios and the reserved fennel fronds. Combine the yogurt, oil, 2 teaspoons of fennel fronds, and a few sprinkles of salt in a small bowl. Top with some of the chopped pistachios and the remaining fennel fronds, reserving some for the veggies.
Serve the roasted veggies with yogurt, sprinkled with extra pistachios and fennel fronds.