In a large bowl, combine carrots, cauliflower, fennel and onion. Add oil and sprinkle with toasted spices. Salt to taste. Mix until vegetables are well coated with spices. Cover with plastic wrap and let macerate one hour.
Drain vegetables and reserve macerating oil. Place vegetables on grill and cook for two to three minutes on each side until lightly grilled, but not burnt.
Reduce heat to medium low and continue to cook for 45 minutes, or until vegetables soften. Periodically turn and baste vegetables with reserved oil while cooking.
Arrange vegetables on a large platter. Sprinkle with lime zest and juice, then garnish with coconut and cilantro leaves.