Oven-roasting brings out the sweetness of most vegetables, especially beets. If using yellow and red beets, consider baking them in separate pans. The red beets tend to bleed and may cause the yellow beets to take on a crimson color.
Preheat oven to 425 degrees F. If using small beets, cut them into 1- to 1-1/2-inch wedges. Place beets in a single layer in a shallow baking pan. Drizzle with 1 tablespoon of the oil; toss to coat. Sprinkle with salt and pepper; toss to combine. Cover with foil and roast for 25 minutes. Uncover and roast about 15 minutes more or until beets are tender; cool. If using small beets, peel the beets. (Baby beets do not need to be peeled.)
Meanwhile, using a small sharp knife or citrus tool, remove long shreds of peel from the orange, taking care not to remove the white pith; measure 2 tablespoons peel. Squeeze juice from orange; measure 1/3 cup juice.
In a glass dish, whisk together the 1/3 cup orange juice, the remaining 1 tablespoon oil, vinegar, shallot, and Dijon mustard. Add beets and orange peel; toss gently to combine. Cover and marinate at room temperature for 30 minutes or in the refrigerator for up to 8 hours. Makes 8 servings.