Soak the cashews in a bowl covered with water overnight or for at least 3 hours.
Wash the carrots and dry them with a towel. Line a large cookie sheet with parchment paper, and line the carrots on it.
Mix the maple syrup and olive oil together with a fork and mix until it binds together. Drizzle over the carrots, and using your hands, move them around so that the carrots are well coated.
Cook in the oven at 400F for about 15-20 minutes, depending on how big your carrots are. Be careful not to overcook.
To make the sauce, simply put the soaked cashews, the lemon juice, water and a generous pinch of sea salt in a high speed blender, and blend until very smooth. If it's too thick, add a bit more water.
When the carrots are done, sprinkle a bit of grey sea salt on top, and pepper if using, then drizzle generously with the sauce, and top with some chopped pistachios.