To begin making Thai Roasted Vegetables With Peanut Coconut Sauce Recipe, we will first cut all the vegetables as suggested and arrange in a bowl. 

Now heat oil in a wok over medium heat, once oil is heated add chopped onions and garlic to the wok,. Stir fry for few minutes till onion become tender. Next add all the remaining chopped vegetables, fry over medium-high heat until vegetables are al dente. Once vegetables are cooked, turn off the heat and keep aside.

We will proceed to prepare the sauce.

For making peanut coconut sauce, in a saucepan add the peanut butter, coconut milk, soy sauce, red pepper flakes, brown sugar, dried lemon grass. Place the pan over medium heat and stir to combine the sauce ingredients. Continuously stir the sauce while it is simmering to avoid any lump formation, slowly the sauce will change color into pale yellow. Turn off the heat.

Place the pan over medium heat and stir to combine the sauce ingredients. Continuously stir the sauce while it is simmering to avoid any lump formation, slowly the sauce will change color into pale yellow. Once you notice the sauce bubbling, turn off the heat.

Pour peanut curry sauce over the stir-fried vegetables that is in the wok. Give the sauce a quick boil along with the vegetables and stir to combine. Transfer the vegetables along with the sauce to the saucepan. Simmer over medium heat for 1 - 2 minutes. Turn off the heat. Add lemon juice and stir. 

Once the sauce comes to a bowl, turn off the heat, stir in the lemon juice and transfer to a serving bowl. 

Serve Thai Roasted Vegetable With Peanut Coconut Sauce with steamed jasmine rice for a light weeknight dinner.