Preheat oven to 400°. Wrap beet in foil and roast until easily pierced with a knife, 45 minutes to 1 hour. Cool until safe to handle; then wrap in a paper towel and rub to remove skin. Cut beet into quarters and cut each quarter into 8 thin slices from root end to stem end; set aside.
Cut fennel bulb into quarters; remove core. Slice each quarter thinly and set aside.
Peel two oranges, removing as much of the bitter white pith as possible. Then, holding the fruit over a bowl, use a sharp paring knife to cut out the fleshy segments. Reserve any juice.
Make the vinaigrette: Place grated citrus zests in a bowl with mustard, vinegar, salt, pepper, and ¼ cup reserved orange juice. Whisking continuously, slowly drizzle in oil. Check seasoning and adjust to taste.
To assemble the salad: Mix greens together with orange segments, beets, and fennel; toss with ½ cup vinaigrette. Taste and add more vinaigrette as desired. Divide salad mixture evenly among 4 plates. Top with goat cheese and serve.