Preheat the oven to 200 °C (400 °F). Line a cookie sheet with aluminum foil. Peel the beets, then place on aluminum foil and coat with olive oil. Lift the corners of the aluminum foil to form a pouch. Add 30 mL (2 tbsp) water and seal. Roast beets in oven for 45-60 minutes, or until soft. Let cool at room temperature.
Place the eggs in a small saucepan and cover with cold water. Bring to a boil over medium-high heat. Reduce to low and let simmer for 4 minutes. Remove eggs from stove and plunge into a bowl of ice water until completely cold. Dry shells, then peel eggs.
Put all dressing ingredients into a sealed container and shake vigorously.
Chop the beets into large cubes or quarters. Place the arugula in a large serving dish (or individual dishes), then add beets, eggs (cut in half), Bocconcini balls torn into large pieces, walnuts, fresh basil and orange zest. Dress, season with salt and pepper and serve.