First, rinse the beets under cold water to remove any dirt or debris.
Next, place the beets in a large pot and add enough water to cover them completely.
Place the pot on the stove-top over medium-high heat and bring the water to a boil. Once the water is boiling, reduce the heat to medium-low and let the beets simmer uncovered for about 25-30 minutes, depending on their size. Check for doneness by inserting a fork or skewer into the beets. They should be tender but still firm.
Preheat oven 200°C (392°F)
Immediately transfer the beets to a cold water bath to prevent additional cooking and allow them to cool faster. As soon as they are cool, peel the skin right off! (It’s recommended to wear plastic gloves when peeling the beets or you’ll have red hands for the rest of the day.)
Cut the beets into wedges and then proceed to cut the onion into thin slices.
In a small bowl, mix together the extra virgin olive oil, balsamic vinegar, salt, pepper, cayenne pepper, and honey to create the dressing.
Place the beets and onion in an oven-safe dish. Pour the dressing on top and add the thyme (fresh or dried). Give everything a good toss.
Finally, crumble feta cheese on top and bake in the oven at 200°C (392°F) for 15 minutes, or in an air fryer at 180°C (356°F) for 10 minutes, or until the feta cheese turns golden.