Apples, walnuts, and blue cheese are a classic combination. Here the roasted red beets add a rustic, earthy element that balances the sweetness of the fruit and the rich, salty taste of the Roquefort. Roasting the beets can be done a day ahead, and it brings out their natural sweetness.
Position a rack in the middle of the oven and preheat to 400 degrees F.
Scrub the beets thoroughly, paying special attention to the top of the beet where a lot of dirt can lurk. Don't trim off more than half of the tail. By not trimming the entire top and tail, you keep the beet from bleeding during cooking.
Dry the beets with paper towels and place in a shallow baking dish or tray. Coat the beets with the olive oil and sprinkle with salt and pepper. Cover the baking dish tightly with aluminum foil. Bake the beets until just tender when pierced with the tip of a knife, 35 to 55 minutes, depending on their size.
Remove the pan from the oven and let the beets cool at room temperature. If you're not continuing with the recipe immediately, the beets can be covered and refrigerated overnight.
Place the apple cider, olive oil, cider vinegar, and honey in a small jar, cover tightly, and shake vigorously to combine. Season to taste with salt and pepper. Set aside or refrigerate for up to 5 days if not continuing with the recipe at this point.
Before serving, remove the stems and stringy roots from the beets with a paring knife, and slip off the skins by rubbing gently with a paper towel. Cut the beets in half lengthwise (if you're using baby beets) or into 1/2-inch dice (for larger beets). Place the beets in a small bowl and moisten them with 2 tablespoons of the dressing, tossing gently to coat.
Place the mixed baby greens in a large bowl and toss with half of the dressing. Divide the greens among chilled salad plates and top each serving with some of the beets, apple matchsticks, walnuts, and Roquefort. Drizzle each salad with some of the remaining dressing. Serve immediately.