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Preheat the oven to 400 degrees Fahrenheit. Cut the leaves off of the beets and set them aside. Peel the beets with a potato peeler and cut them into roughly ½-inch cubes. Toss them in a bowl with the olive oil, salt, and pepper, then spread them out on a baking sheet. Roast in the oven until tender when pierced with a fork, about 35 to 40 minutes, stirring up the beets on the sheet halfway through. Remove and allow to cool.
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Coarsely chop the beet leaves. Bring a small pot of water to a boil. Add the beet leaves and cook for 10 seconds, then pour into a strainer and rinse with cold water. Set aside.
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In a medium bowl, toss the vinaigrette together the roasted beets, beet leaves, green onions, fennel, and mint until they are covered in the dressing. Sprinkle with the feta cheese, toss once more, and serve immediately.