Preheat oven to 425°F.
Line a baking sheet with parchment paper. Toss parsnip sticks with olive oil, paprika, garlic powder, cumin, salt, and pepper. Spread evenly on the baking sheet without overcrowding.
Roast for 20–25 minutes, flipping halfway, until golden and crispy.
In a small bowl, whisk together the yogurt, cumin, paprika, coriander, lemon juice, and olive oil. Season with salt and pepper to taste. Chill until ready to serve.
Transfer roasted parsnip fries to a platter. Serve with the spiced yogurt dip on the side.