Preheat oven to 380 degrees F (190 degrees C). Grease a casserole dish with olive oil. Place fennel halves in the casserole dish; dust them with turmeric. Cover with carrots and apple. Pour coconut milk on top. Bake in the preheated oven until slightly tender, about 20 minutes. Flip fennel halves and mix well. Cover baking dish and continue baking until tender, about 20 minutes more.