For the mayonnaise: Blend the egg yolks and olive oil in a blender. Season with lemon juice, salt and cayenne pepper. Combine the gazpacho with the mayonnaise.
For the terrine: Roast beets in the oven at 400 degrees wrapped in aluminum foil with salt, pepper and cumin seed for approximately one hour until cooked. Peel beets. Slice into 1/2-inch thick slices and layer in a one liter terrine. In between beet layers, add beef consomme that has been mixed with shallots, chives, salt and pepper. Cover with plastic and place in refrigerator for at least 4 hours.
For the assembly: Pour the gazpacho into a bowl and place a 1-inch thick slice of the terrine on top of the soup.