Preheat the oven to 375°F. In a large bowl, toss the carrots with the plain grapeseed oil, 1/2 teaspoon of the salt, and 1/8 teaspoon of the pepper. Place in a single layer on a rimmed baking sheet and roast for 20 to 25 minutes or until lightly brown and tender. Set aside.
Using a mandoline, shave the fennel and radishes into very thin slices.
In a small bowl, combine the vinegar, Cabernet grapeseed oil, and remaining salt and pepper and whisk until emulsified into a vinaigrette.
Compose the salad: Lay 3 or 4 pieces of carrot on a plate. Arrange the sliced fennel, radishes, white anchovies (if using), and microgreens as desired. Spoon a small amount of vinaigrette over the salad to dress. Serve immediately.