Preheat oven to 375ºF (190ºC). Trim the tops off the beets if needed and scrub completely. Drizzle the beets with 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. Once cool rub the beets to peel the skins and discard. Cut the beets into quarters.
Orange vinaigrette:
Add the orange juice, olive oil, honey and Dijon to a small mixing bowl and whisk to combine. Season to taste with salt and pepper.
For serving:
Arrange beets in a shallow serving bowl. Add the burrata to the middle and drizzle with the orange vinaigrette. Top with the pistachios and garnish with arugula and fennel fronds if using. Serve immediately with grilled bread.