Preaheat oven to 400°F.
Cut off the leafy beet greens, and scrub them under running water. Wrap the beets in foil individually, however, smaller beets can be wrapped up together. Place on a baking sheet.
Roast for 45-60 minutes, depending on the size of your beets, and check on them every 20 minutes or so. They are done once they are fork tender.
Let them cool before rubbing with a paper towel to remove the skins. If the skins don't come off easily, you can use a vegetable peeler to help the process along.
Cut the beets into wedges, or bite sized pieces.
Meanwhile, in a medium saucepan, add water, lentils, bay leaf and thyme. Bring to a boil, then reduce to medium and simmer until tender, about 20-25 minutes.
Drain lentils and remove the bay leaf and thyme. Set aside and keep warm.
In a medium bowl, whisk together oil, vinegar, Dijon, salt and pepper. Whisk until the vinaigrette is emulsified. Set aside.
Add the greens, beets, and lentils to a mixing bowl, add the dressing, and toss to combine.
Serve with crumbled goat's cheese and pea shoots. This salad is awesome served warm, or chilled.