Preheat the oven and place whole beets in a baking dish with a small amount of water. Cover tightly so they steam and roast until fork-tender. Let them cool slightly, then rub off skins and slice.
Combine olive oil, vinegar, orange juice, zest, shallot, mustard, sweetener, and salt in a jar. Shake well until smooth and balanced. Allow dressing to rest so flavors blend nicely.
Peel oranges and grapefruit carefully, removing bitter pith, then slice into rounds. Slice avocado just before assembling so it stays fresh and green. Keep fruit chilled until serving.
Arrange beet and citrus slices on a serving platter, layering them attractively. Add avocado slices, drizzle dressing generously, then sprinkle mint and feta. Finish with flaky salt before serving.