Preheat the oven to 375ºF (190ºC). Trim the tops off the beets if needed and scrub completely. Drizzle the beets with 2 tablespoons of olive oil and season with salt and pepper. Individually wrap each beet tightly in aluminum foil. Roast until the beets are tender, about 1 hour.

Remove from the oven and let the beets cool. Rub the beets or use a pairing to peel the skins and discard. Cut the beets widthwise into ¼” (6.4mm) thick slices.

Keep the oven on. On a clean, lightly floured work surface, roll out one of the puff pastry pieces into a 9×12 (23cm x 30cm) rectangle. Add to a parchment paper lined baking sheet.

In a small bowl whisk the egg with 1 tablespoon of water. Brush the puff pastry all over with the egg wash. Bake the puff pastry until just golden brown and slightly puffed, about 15 minutes.

Spread the goat cheese over the top of the puff pastry, leaving a ½” (1cm) crust around the edges. Arrange the beets in a single layer over the top.

Bake until the crust is golden brown and the cheese has melted, about an additional 15 minutes.