Preheat oven to 350 degrees Fahrenheit.

Trim tops off beets and wrap tightly in foil. Place in a baking dish and roast 40–45 minutes, until tender. Remove foil and let cool.

To peel beets, wear gloves (as beets can temporarily stain skin) or rub off the peel with a paper towel. Slice thinly.

Peel oranges with a small knife to remove all the white pith. Working over a bowl, carefully run the knife along membranes to remove orange segments.

In a dry sauté pan, roast walnuts over medium heat until light golden, about two to three minutes (watch carefully so as not to burn them). Set aside.

Prepare vinaigrette: In a small bowl, whisk together shallot, vinegar, oil, mustard, salt, and pepper. Refrigerate until needed.

In a serving bowl, toss beets, orange segments, toasted walnuts, and arugula with dressing. Top with feta.