Preheat oven to 400°F. Trim greens from beets. Cut off and discard stems. Coarsely chop leaves and reserve. Wrap each beet in foil. Place beets directly on oven rack and roast until tender when pierced with fork, about 1 hour. Cool and peel beets, then slice or cut each into wedges.
Cook beet greens in a pot of boiling water just until tender, about 2 minutes. Drain well and squeeze to remove excess moisture. Put them into a bowl with the beets, onions and orange slices. Whisk vinegar, oil, garlic, sugar, mustard and orange zest; add to beet mixture with goat cheese and toss to coat.
Season with pepper, and let stand at room temperature 1 hour before serving.