Preheat the oven to 400 degrees . Wrap each beet tightly in aluminum foil and roast until tender, 1 to 1 1/2 hours. Let cool, then peel and cut into bite-size pieces, discarding the stems.
Divide the orange zest and rosemary between 2 pint-size canning jars. Pack the beets tightly into the jars.
In a medium saucepan, bring the orange juice, sugar, white wine vinegar and salt to a boil, stirring until the sugar dissolves. Pour over the beets, making sure they're completely submerged. Screw on the lids. Let stand at room temperature 24 hours. Refrigerate at least 3 days before eating. (The pickles are best eaten within 10 days.)