Preheat the oven to 180 degrees Celsius/ 350 degrees Fahrenheit.
Pat the chicken dry with paper towels. Rub it all over with salt and pepper, including inside the cavity.
Heat the oil in a skillet. Fry the chicken, turning it, until golden on all sides.
Prepare the vegetables. Juice two of the oranges. Set the juice aside; you should have more or less 150 ml/ 5 fl. oz/ 2/3 cup orange juice; you can top that with water if you don't have quite enough juice. Stuff two or three of the juiced orange halves into the cavity of the chicken. Place half of the thyme sprigs into the cavity as well. Bind the chicken legs together. Transfer the chicken to an ovenproof pot.
Cut the remaining orange into wedges. Peel and cut the carrots into sticks, about 5 cm/ 2 inches long. Peel and cut the onions into wedges. Arrange the orange wedges, carrots, and onions around the chicken in the pot. Season with salt and pepper and add the remaining thyme sprigs. Pour the freshly squeezed orange juice all around the chicken.
Roast: Cover the pot and cook for 1 ½ hour or until the chicken juices run clear when you pierce the chicken into the thickest part of the thighs. The internal temperature measured with a meat thermometer should be 73 degrees Celsius/ 165 degrees Fahrenheit. The vegetables should be tender as well. Baste the chicken with some of the cooking juices and sprinkle it with the sesame seeds. Return to the oven and cook, uncovered, for further 10 minutes.
Transfer the chicken and the vegetables to a serving platter and keep warm. Let the chicken rest for 10-15 minutes before carving.
Make the sauce. Sieve the juices from the pot into a small pan and bring them to a boil. In the meantime, whisk together the cornstarch with 1-2 tablespoons cold water until you obtain a thick yet pourable paste. Slowly pour the cornstarch paste into the simmering gravy while whisking continuously. Let bubble once or twice and remove from the heat.
Carve the chicken and serve immediately as suggested above.