Step 1: Preparing the Beets - 1 hour: Preheat the oven to 375 F.
Step 2: Wash the beets and cut away the tops and tails.
Step 3: Place in the baking dish, pour in water, and cover tightly with aluminum foil.
Step 4: Bake for 45 minutes to 1 hour (or longer), until the beets are tender enough to be pierced easily with a toothpick or small knife.
Step 5: Remove foil, let the beets cool, and then peel them over the sink (their skins will rub off easily).
Step 6: Slice the beets thin; season with salt and pepper.
Step 7: Preparing the Oranges: Grate the zest (orange part of peel) of 1 orange into a small bowl, being careful not to include any white pith.
Step 8: From both ends of the 2 remaining oranges, cut slices deep enough to expose the flesh.
Step 9: Stand each orange on end and neatly slice off strips of skin and pith, from top to bottom, all around, to expose the naked flesh.
Step 10: Cut oranges into thin slices and set aside for the salad.
Step 11: Peel the shallot, cut into fine dice, and stir at once into the orange juice and zest.
Step 12: Add salt.
Step 13: Whisk the vinegar and then the oil into the bowl.
Step 14: Taste carefully and determine if more oil or vinegar is needed, or juice from the reserved orange half.
Step 15: The sauce should be on the acidic side, to balance the sweetness of the oranges and beets.
Step 16: Arrange the rocket on the platter.
Step 17: Spoon a few tablespoons of vinaigrette over the beets, toss to coat evenly, and then place artfully on the rocket.
Step 18: Lay orange slices around the platter and scatter walnuts over the top.
Step 19: Spoon on enough vinaigrette to coat the salad. Serve immediately.
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