Preheat oven to 200°C. Place the whole beetroot on foil sheets and sprinkle with salt and pepper.
Wrap them up in the foil and bake in the oven for 1½ to two hours, or until tender. Remove from the oven and allow to cool. Cut each beetroot into 8 wedges.
Snap the woody ends of the asparagus and blanche in boiling water for 2 minutes. Remove immediately and plunge into cold water. Drain and set aside. Cut oranges into slices (1cm rounds).
Combine the oil, vinegar and add salt and pepper to taste. Divide the beetroot, rocket, asparagus and orange slices between 2 serving plates. Sprinkle with crumbled cheese and drizzle with the dressing.