Try to use as many varieties of beets and oranges as you can find to make the most colorful dish.
Preheat the oven to 400°. Finely grate 1 tsp. zest from 1 orange. Using a vegetable peeler, remove the remaining zest in long strips. Cut the orange in half horizontally. Squeeze enough juice from 1 half to measure 2 tbsp. Using a sharp knife, cut the peel and pith from the remaining 3 1/2 oranges. Cut into 1/4-inch-thick rounds; place in a bowl. Cover and refrigerate.
Separate the beets by variety. Place 1 variety on the center of a large sheet of foil. Repeat with the remaining beets. Drizzle with the olive oil. Season with salt and pepper. Top with the strips of orange zest. Wrap up each bundle to seal it. Roast until tender, 40 minutes to 1 hour (depending on the size of the beets). Peel the beets when they are cool enough to handle. Let cool completely.
In a jar with a lid, shake the 2 tbsp. of orange juice and 1 tsp. of orange zest, the shallot, vinegar, mustard, and allspice; season. Add the EVOO and shake to blend. Season the dressing.
Cut the beets into 1/4-inch-thick rounds. Arrange the beets and orange slices on a platter; season. Top with the dressing and microgreens.