Meanwhile, mix oil, garam masala and turmeric in a small jar. Pour half of it over the vegetables, tossing to coat. Season with a pinch of salt.
Spread vegetables on a sheet pan and roast for 20 minutes, tossing and rotating the pan once, halfway through.
Add millet, roasted vegetables, chickpeas, raisins, arugula and pecans in a large bowl. Pour remaining dressing over the top and toss well until completely coated and arugula is slightly wilted. Season with salt and pepper to taste.
This salad can be made up to one day ahead of time. I recommend adding the pecans just before serving.