Heat the oven to 400°F (200°C). Trim the beet greens, leaving about 1 inch of stem. Wrap the beets individually or together in foil with 1 teaspoon of the oil.
Roast on a baking sheet for 45–70 minutes, depending on size, until a knife slides easily into the center.
Let the beets cool until you can handle them, then rub off the skins with a paper towel. Cut into wedges.
Whisk the remaining oil with the vinegar, mustard, honey, shallot and a pinch of salt and pepper.
Toss the beets with 1 tablespoon of the dressing while they are still slightly warm and season lightly with salt.
Toss the greens with most of the remaining dressing and arrange on a platter. Top with the beets, orange segments if using, goat cheese and walnuts. Drizzle with the last of the dressing.