Preheat your oven to 375 degrees.
In a small bowl, make your marinade by combining olive oil, warmed honey, cayenne, chili powder, salt, pepper, ginger, and garlic powder. Mix well and set aside.
Using a vegetable peeler, peel your large carrots and cut off the butts. Slice in half the long and short way so you’re left with quarters.
On a baking sheet, lay out your chicken thighs, and scatter carrots around and in between. Drizzle your marinade over everything and toss so it's all coated. Leave a tiny bit of marinade for drizzling after.
Bake for 23-25 minutes. While in the oven, make your yogurt sauce by combining Greek yogurt, cilantro, lime juice, garlic powder, sea salt, seeded jalapeño, chili powder, and 4 of your green onion stalks.
Mix in a food processor or immersion blender. Set in the fridge (should be thick!).
Chop some more green onions (about 4 stalks) and cilantro for toppings, and set aside. When your chicken and carrots are done baking, you may need to drain the fat from the chicken thighs. Draining the juice will help things CRISP up for the next stop. Gently pour your juice + fat into a dish (don't put this down your drain).
set your oven to broil (I set mine to medium broil, about 500 degrees) and broil for 6-8 minutes. Keep an eye on this as the honey will burn. You want your chicken thighs and carrots caramelized or browned.
Remove from oven. Drizzle with any leftover sauce / marinade you may have.
Top with crumbled feta cheese, cilantro, green onions, and then scoop your yogurt sauce in dollops throughout. Eat on it's own or over rice!