Roast the beetroot: Preheat oven to 400°F (200°C). Trim the beet tops, leaving about an inch of stem attached. Wash and scrub the beets thoroughly under running water with a vegetable brush. Toss them in a bowl with olive oil, salt, and pepper until evenly coated.
Wrap individually: Place each beet on a sheet of heavy-duty aluminum foil (about 12 inches square). Fold the edges up to create a pouch, leaving room for steam inside. Repeat with remaining beets—you'll have several small foil packets.
Roast: Arrange the foil packets on a baking sheet and roast in the oven for 45-60 minutes, turning once halfway through. The beets are done when they're tender when pierced with a knife (they should offer very little resistance). Smaller beets may be ready closer to 40 minutes; larger ones might need the full hour.
Cool and peel: Remove the packets from the oven and let them cool for about 10 minutes until you can handle them comfortably. Open each packet, slip off the skin with your fingers or a paring knife, and slice or quarter the beets into bite-sized pieces. Set aside.
Toast the walnuts: While the beets roast, toast the walnut halves in a dry skillet over medium heat for 2-3 minutes until fragrant and lightly golden. Keep an eye on them—they burn quickly. Let cool slightly, then roughly chop or leave whole depending on your preference.
Make the dressing: Whisk together honey, balsamic vinegar, olive oil, salt, and pepper in a small bowl until well combined. Taste and adjust seasoning—the dressing should have a nice balance of sweet and tangy flavors.
Assemble the salad: Toss the mixed greens with about half the dressing (reserve the rest). Arrange on individual plates or a large serving platter. Scatter warm, sliced beetroot over the top along with crumbled goats' cheese and toasted walnuts. Drizzle with remaining dressing just before serving.