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Preheat oven to 400 degrees.
Place shallot or onion slices in small bowl of water and soak, to help reduce bite. Set aside.
Finely grate 1 teaspoon zest from 1 orange. Using vegetable peeler, remove remaining zest in long strips. Cut orange in half, horizontally. Squeeze juice from one half. Using sharp knife, cut peel and pith from remaining orange, then cut into 1/4-inch-thick rounds; and set aside.
Place beets on center of large sheet of foil. Drizzle with 1 tablespoon olive oil and season with sea salt and pepper. Top with strips of orange zest. Wrap beets into a bundle and fold foil over to seal. Roast 40 minutes to 1 hour, until tender (depending on size of beets). Remove from oven and let cool enough to handle; then peel beets. Skin should slip off easily.
In jar with lid, combine orange juice, 1 teaspoon orange zest, vinegar, and mustard. Add ½ cup olive oil and shake well. Season with sea salt and pepper.
Cut cooled beets into 1/4-inch-thick rounds. Arrange beets and orange slices on a platter. Top with shallot or onion slices, frisée, or greens and chopped nuts. Drizzle with dressing and serve.