Preheat oven to 425 degrees F.
Scrub the beets under running water to remove any dirt. Cut the tops off the beets. Cut off any long roots.
Tear off several pieces of aluminum foil (enough so each beet has its own sheet). Place each beet in the center of a piece of foil. Drizzle it with a little olive oil and sea salt. Using your hands, massage the oil all over the beets.
Close the foil around the beets and place them on a baking sheet. Bake for 40 to 55 minutes, till fork tender. Depending on the size of the beets, this will vary.
Remove the beets from the oven and carefully pull back the foil. Be careful as the trapped steam can be very hot.
Allow the beets to cool for a few minutes before using your fingers or a paper towel to pull off the skin.
Slice the beets and place them in a large serving dish. Drizzle them with a little olive oil and sprinkle on additional salt and a pinch of black pepper.