Bake the beets until tender, cool and peel. Cut them into 1/4-inch dice or very fine julienne. Zest the orange and segment the pulp. Cut the pulp into 1/4-inch dice. Mix beets, zest and oranges together and season to taste with lemon juice and nut oil. (If you want to do work in advance, cook, and cut the beets and combine with oil and lemon juice only; do oranges at last minute so they don't turn bitter.) To serve, cut of a small portion of the bottom of each endive so that the leaves separate without tearing. Spoon a small amount of beets and oranges onto large part of endive leaves and garnish with walnuts.