Wrap the beets individually in aluminium foil, place on a tray and bake in a preheated 200C oven for 45 minutes to an hour. Alternately, peel and cut the beets into wedges. Place on one half of a large sheet of aluminium foil. Top with a little salt and olive oil. Fold the foil in half to cover the beets and seal along the edges to make a sealed packet. Place this on a baking tray and bake at 200C for 30-45 minutes.
Once cooled, remove the roasted beets. Peel if you have used the first method. Chop up and place in the blender along with half the feta cheese.
Blend to a fine puree. Remove into a shallow serving bowl and top with extra virgin olive oil and chopped walnuts. Top with the remaining feta crumbled.