1.Preheat the oven to 180°C/160°C fan-forced.
2.Place beetroot in a small baking dish with oil. Bake in moderate oven about 1 hour, until tender. When cool, peel and chop.
3.Slice fennel thinly.
4.For the dressing, combine all ingredients in screw-top jar; shake well.
5.In a large serving bowl, combine fennel, lentils and rocket. Add half the dressing; toss well. Add beetroot and toss gently. Top with feta, drizzle with remaining dressing.
Beetroot and dressing can be prepared a day ahead.Note