Preheat the oven to 350°F. Peel the carrots and then cut into even-sized batons. Put the butter in a small bowl and add the shallot, garlic, thyme and parsley, then season with salt and pepper. Mash with a fork until well mixed together.
Take a large double sheet of parchment paper (or use a single sheet of tin foil) put half of the butter on the base of parchment and pile the carrot batons in the middle. Dot with the herby butter and drizzle over a couple of tablespoons of water, then season with freshly ground black pepper and fold in the sides of the parcel to enclose the carrots by bringing up the sides, then folding over and twisting the edges. Put on a baking sheet and bake for 1 hour until the carrots are completely tender and beginning to caramelise around the edges of the parcel. Open the parcel at the table for maximum effect!