Roast: Preheat oven to 400°F (204°C). Wash the beets, then wrap them all in one big aluminum foil pouch. Roast for about 1 hour, until beets can be easily pierced with a fork.
Whipped Feta: Add room temperature feta and cream cheese to a food processor. Blitz until smooth and creamy.
Dressing: Whisk together all Dressing ingredients until evenly mixed.
Cut Beets: Allow beets to cool slightly, then peel each. Using a mandolin slicer (or carefully with a chef's knife), thinly slice each beet.
Assemble: Spread whipped feta onto a serving platter. Top with arugula, then sliced beets. Drizzle with dressing and serve.