Preheat oven to 350 degrees. Trim beets tops, leaving 1-inch tail. (Optional: reserve the top greens.) Scrub the beets and wash.
Break the garlic up into individual cloves, but don’t peel them. Put the beets and garlic cloves in a small casserole, add about ½ cup water and cover with a lid or foil. Bake until a knife slips easily into the largest beet, about 1 hour; the time will vary depending on the size of the beets.
When the beets are tender, let them cool enough so you can slip off the skins. Trim the tips and tails and cut the beets in wedges or slices. (May do 1-2 days ahead, storing in refrigerator.)
Squeeze about half the cloves of cooked garlic into a bowl and mash it well with a fork. Add any juice left over from the casserole dish taking out any garlic skins. Add the olive oil, balsamic vinegar, orange juice, minced onion, salt and cayenne, and whisk together well. Toss the beets with this dressing. Sprinkle with crumbled feta cheese.
OPTIONAL: Wash the beet greens, cut them from the ribs and slice them into ribbons. Heat more olive oil in a skillet. Add the beet greens. Cook and stir until greens are wilted and tender. Toss with some of the dressing. Season to taste with salt and pepper. Transfer the greens to a serving plate. Arrange the dressed beets over the greens. Sprinkle with crumbled feta cheese.
