Preheat oven to 400 degrees F. Trim stems off beets and place them onto the middle of a large piece of aluminum foil. Drizzle beets with 1 tablespoon olive oil and season them with salt and freshly ground black pepper. Wrap beets up in foil, making a tightly sealed but roomy package. Bake beets in foil package on a sheet pan for 45 minutes to an hour at 400 degrees F, until tender. Remove from oven and carefully open up foil package and let cool.
When cool to the touch, wrap one beet at a time in paper towels and rub skin off. Repeat with remaining beets. This may stain your hands red unless you wear gloves. Cut peeled beets into chunks and place in a mixing bowl. In a small container with a tight fitting lid, combine olive oil, thyme, lemon juice, lemon zest and some salt and pepper. Close container and shake vigorously. Pour dressing over beets and toss to coat. Serve immediately or cover and keep in fridge until ready to serve.