Bake whole, unskinned beets for 1 1/2 to 2 hours at 425 degrees F (longer if they are more than 3 inches in diameter). To avoid a messy oven, place a sheet of aluminum foil on the rack below to catch the natural juice drippings.
Remove from oven and allow to cool.
Peel off and discard skin. Then slice and dice beets finely.
Combine oil, vinegar, orange juice, pepper, and tarragon in a bowl. Add beets, cheese, and nuts and toss gently.
To serve, spoon a tablespoon of beet salad onto each endive leaf.