Preheat your oven to 200°C/Fan 180°C/Gas 6. Scrub the beetroot clean and use a sharp knife to cut them into 1cm-thick slices (no need to peel). Lay the slices in a roasting tin. Pick the thyme leaves off their sprigs and scatter them over the beetroot with a pinch of salt and pepper. Drizzle over 1 tbsp olive oil, toss to coat and slide into the oven for 20 mins.
Meanwhile, make the dressing. Finely grate the lemon zest into a small bowl and squeeze in the juice. Whisk in 1 tbsp olive oil and pinch of salt and pepper.
When the beetroot has roasted for 20 mins, remove the tin from the oven. Scatter the walnut halves over the beetroot and return to the oven for 5 more mins.
Roughly chop the parsley and pop it into a large bowl. Add the baby leaf spinach. When the beetroot and walnuts are cooked, tip them into the bowl and pour over the dressing. Gently fold together to mix and dress the salad.
Divide the beetroot salad between 2 warm plates and dot over the sheep’s cheese. Crack a little black pepper over the top and serve.