Preheat the oven to 400 degrees (200 degrees Celsius). Toss the carrots with olive oil, salt and pepper, and then spread the carrots evenly in a single layer on a baking sheet lined with foil. Slide the tray into the oven and roast the carrots for 15-20 minutes until the carrots are tender when pierced with a fork. Remove the tray from the oven and set aside to allow the carrots to cool slightly.
While the carrots are roasting, pour the Puy lentils into a small stock pot and cover with water. Bring the lentils to a rolling boil over medium-high heat, then lower the heat to simmer for 20-25 minutes until the lentils are tender but not mushy. Drain the lentils and rinse with cold water; set aside.
In a food processor, add chunks of avocado, the Greek yogurt, lemon juice, chopped dill, garlic and salt and pepper. Pulse until the mixture is smooth and add cold water, a tablespoon at at time, if the dressing is too thick. Taste the dressing and add salt and pepper.
To assemble the salad, layer the Puy lentils and diced cucumbers on a plate, then arrange the carrots on top. Drizzle with the avocado dressing and serve.