Preheat oven to 425°F. Put a sheet pan in the oven while it is preheating.
In a large bowl, toss the sweet potatoes, brussel sprouts, and grape tomatoes with 2 tablespoons of olive oil, a dash of salt and pepper, and ½ teaspoon of smoked paprika.
In a second large bowl, toss the mushrooms with the fennel, minced garlic, 1 ½ tablespoons of olive oil, and a dash of pepper. Do not salt at this step, otherwise the mushrooms will not brown properly.
When the oven is preheated, take the sheet pan out of the oven and spread all the vegetables except for the tomatoes onto the sheet pan in as thin of a layer as possible to maximize browning. Roast for 30-35 minutes, or until the vegetables are golden brown on both sides. About 16 minutes into the roasting, add the grape tomatoes to the sheet pan.