In the small bowl of a food processor or using a stick blender combine all the ingredients, adjusting the amount of yogurt to give your preferred consistency. Set aside.
Preheat oven to 220C/425F/Gas 7
Put the prepared beetroot in a small baking tray, adding half the cumin and fennel seeds, half the chilli flakes and half a tablespoon of olive oil. Season with salt and pepper, a little of the garlic and stir well.
Place in the oven until just cooked through but nicely coloured (20-25 min). Check and stir a couple of times.
Put the prepared butternut squash in a separate baking tray and season exactly the same as for the beetroot.
Place in the oven until just cooked through but nicely browned (15-20 min). Check and stir a couple of times.
Put the remaining vegetables (except the cavolo nero or kale) in a large baking tray and season with the rest of the spices, garlic and oil.
Place in the oven and cook until charred a little and done to your liking (10-15 min). Check and stir once. Sprinkle over the cavolo nero or kale for the final 2 minutes.
Divide the vegetables between 2 plates, adding the cucumber and olives if using. Drizzle over the feta dressing then sprinkle with the walnuts and pumpkin seeds. Scatter over the crumbled feta and herbs if using.