Preheat the oven to 400°F. Cut off the beet tops, wrap in a plastic bag and refrigerate for another use. Cut off the root tips. Wrap the beets in foil, place on a small baking pan and roast until tender when pierced with a small sharp knife, about 1 hour. Unwarp. When cool enough to handle, pull off the peels, using a small sharp knife. Cut the beets into bite sized pieces.

In the bottom of a salad bowl, combine the mustard and vinegar and whisk to blend. Gradually whisk in the oil. Mix in the shallot. Season the dressing to taste with salt and pepper. Add the beets and toss to coat. Add the lettuce and toss to coat. Taste and adjust the seasonings. Sprinkle with feta and walnuts and serve.