Preheat your oven to 450 degrees F. Grease and/or line a large cookie sheet. Cut up your carrots and toss them with the olive oil, the cayenne pepper, salt, and pepper. 2. Arrange the fries in a single layer on your baking sheet and bake for 15 minutes, flip over, and bake for another 10-15 minutes, until crisp. Serve warm.