Preheat the oven to 325 degrees . In a small baking dish, stir 1/4 cup honey, the orange juice, lemon juice and star anise until the honey dissolves. Add the beets and toss to coat. Add enough water to cover the beets by one-third. Cover the dish tightly with foil; bake until the beets are tender when pierced with a knife, about 45 minutes. Let cool.
Spread the coconut on a baking sheet; toast in the oven until golden brown, about 10 minutes. Let cool.
Divide the yogurt among 4 bowls, then top with the beets, granola and toasted coconut flakes. Sprinkle with the pomegranate seeds and drizzle with the remaining 2 tbsp. honey. Season with kosher salt and pepper.