Place chicken on a rimmed baking sheet; season with salt and pepper. Roast until an instant-read thermometer inserted into thickest part of breast (avoiding bone) registers 165 degrees, 25 to 30 minutes.
Let cool slightly; discard skin and bones. Shred meat, and set aside.
While chicken is roasting, heat 2 tablespoons oil in a large saucepan over medium.
Add carrots, onion, and thyme; season with salt and pepper, and cook until carrots are crisp-tender, 8 to 10 minutes.
Add flour, and cook, stirring, 1 minute. Gradually add milk, stirring until smooth. Cook, stirring occasionally, until mixture comes to a simmer and thickens.
Remove from heat; stir in peas, lemon juice, and chicken, and season with salt and pepper.
Pour filling into a 9-inch deep-dish pie plate.
Stack phyllo on a work surface. Using a paring knife, cut out an 11-inch circle from the stack; discard trimmings. Stack 2 circles on work surface, and brush gently with 1 teaspoon oil; repeat with remaining circles and oil.
Place phyllo stack over filling, and press down about 1/2 inch from the edge so phyllo fits inside rim of pie plate.