Season each beetroot with salt, drizzle with a little of the olive oil and wrap in aluminium foil. Place on a baking tray and cook for 20 minutes or until just tender. Cut into quarters.
To make the eshallot compote, melt butter in a saucepan. Sweat the shallots on a medium to low heat. Add thyme, balsamic vinegar, sugar and cook on low heat for 20 minutes. Once cooked leave to cool slightly.
Cut the puff pastry with a round cookie cutter (the circle of pastry should be slightly bigger than the muffin tray).
In a lightly greased muffin tray place two pieces of beetroot and 2 pieces of walnuts. Now add a tsp. of the eshallot compote. Top with the individual circles of pastry and tuck it in around the sides (like a blanket!). In a 180° C oven bake for 15 minutes until pastry is golden brown. Let cool and remove individual tart tatins from the tin with a spatula.