Place lemons and asparagus in a mixing bowl and drizzle with a small amount of the olive oil, salt and pepper. Place on a baking sheet and set aside. Place beets, fennel, carrots and onions in the mixing bowl with the remaining olive oil. Season with salt and pepper and mix well. Place these vegetables on another baking sheet and place both trays in a 350-degree oven. Remove asparagus and lemons after 15 minutes. Roast the remaining vegetables for 30 minutes or until cooked through. Remove from the oven, arrange on a platter and serve.