Heat the oven to 200C/fan 180C/gas 6. Put the carrots on a baking tray whole, with any greens trimmed back. Drizzle with olive oil and add the garlic and rosemary. Season with salt and pepper.
Put in the oven for at least 30 minutes, allowing them to get dark brown but not burnt. The greens will char too. If they’re getting too dark, turn the oven down a little to 180C/fan 160C/gas 4 so they can continue to cook without getting too much colour. You want them brown on the outside, and tender in the middle.
Once cooked, take out, halve, and arrange on a sharing plate. Scatter over the orange segments and the pickled walnuts. Crush the roasted walnuts with your fingers over the dish and finish by sprinkling over the marjoram leaves.