Add the walnuts to a small baking sheet, and put the sheet into the oven. Bake for 10 minutes, or until lightly toasted. Remove baking sheet from the oven, and set walnuts aside to cool.
Turn oven up to 450°.
Divide the beets into 2 groups, keeping same-sized beets together. Put the first group of beets on a large sheet of aluminum foil, drizzle with ½ tablespoon olive oil and ½ tablespoon balsamic vinegar, then fold up the foil around them. Repeat for the remaining beets.
Bake for 45 minutes, then use a skewer to test whether they are tender. Depending on the size of the beets, this may take up to an hour.
While beets are roasting, make the vinaigrette by combining 2 tablespoons balsamic vinegar with the dijon mustard in a small bowl. Whisk well, then slowly whisk in 4 tablespoons olive oil. Season with salt and pepper.
When beets are tender, remove from oven, cool slightly, then peel with a knife or sharp peeler. Slice beets in circles, half-circles, or chunks (whichever you prefer).
Use a sharp knife to cut off the top and bottom of the orange, then cut around the sides to remove the peel entirely. Try to leave as much orange flesh as possible. Slice the oranges into circles, removing any seeds.
Arrange the beets and oranges in a serving bowl.
Top with feta cheese and toasted walnuts.
Drizzle with balsamic dressing. Sprinkle a little salt and pepper over the salad before serving.
Notes
Storage Tips: Store salad components separately if possible, especially the nuts as they will soften in the refrigerator. The beets, oranges, feta, and dressing will last for 3-4 days in an airtight container in the fridge.Expert Tips: Note that beet juice is famous for dying your fingers and clothing red, so be careful when peeling and chopping. Wear gloves if you like. If you choose to stir the dressing, beets, and orange pieces together, everything will turn a little bit purple-red. Still delicious though! As an alternative, you can toss just the beets with half the vinaigrette before putting in serving bowl, then drizzle remaining vinaigrette on top after adding the oranges, feta, and walnuts.Roasting beets can be tricky when beets are different sizes, since they will become tender at different times. That is why putting them all in one foil packet isn’t a great idea. Break them into similar-sized groups and wrap those up. You may need to take the smaller ones out of the oven first.