Preheat the oven to 425 degrees . Place the chicken, onion, carrots, fennel, tomatoes and mushrooms in a roasting pan. Drizzle with the olive oil, season with salt and pepper and sprinkle with 11/2 teaspoons dry mustard. Toss the vegetables to coat, then spread in a single layer. Roast, tossing occasionally, until the chicken is tender and the vegetables are cooked through and caramelized, about 30 minutes. Let cool slightly.
In a medium bowl, combine the yogurt with the milk, cucumber, the remaining 11/2 teaspoons dried mustard and salt to taste. Cut off the top of each pita, open the pockets and spread some yogurt sauce in each. Fill the pockets with the roasted chicken and vegetables.