Preheat the oven to 180 degrees. Scrub the beetroot clean and cut into quarters or eighths (depending on how big they are.)
Put them in a small baking dish with the oil and garlic and salt and cook till done - about 45 mins.
Wash and roughly chop the rocket and beetroot leaves. Put then in a bowl with the balsamic vinegar.
When the beetroots are done, let them cool a little then add them and all the contents of the baking dish to the leaves. Toast the walnuts in a dry frypan for 5-ish minutes till they start to smell good. Add them to the salad; add the feta.
Mix together the salad just enough to mix it. Good to serve while the beetroot is still a little warm.