Chop off the stems and the bottom tip of each beet. No need to peel, just wash with cold water. If any of your beets are especially large you can cut in half so that all the beets are relatively the same size.
Place washed beets in a baking dish and either cover with foil or a glass lid. A small casserole dish can work well for this.
Roast in a 425 degree oven for 45 min to 1 hour, or until you can easily poke a sharp knife through the middle. The timing of this will vary greatly on the size of your beets.
Once the beets are done, allow them to cool. If you did this step in advance, just add the beets to a glass dish with a lid and store in the fridge.