Preheat the oven to 200°C.
Place the beetroot in a medium mixing bowl with the rosemary, orange juice, orange zest, balsamic vinegar, garlic and honey. Mix well.
Pour the beetroot and juices into a medium ovenproof dish and roast, uncovered, in the preheated oven for 40-45 minutes, occasionally turning and basting with the juices in the dish. Take care not to let the mixture dry out. Just add a little water, if needed.
Roast until the beetroot is tender when tested with a sharp knife, but still retains some crunchiness. Most of the juices will have reduced, with a small amount remaining.
Tip the beetroot and juices into a medium mixing bowl and leave to cool. Once cooled, add the orange segments, feta and season well with salt and black pepper. Mix gently to combine and place in a serving bowl.
Serve as a side salad with an accompaniment of your choice.