Preheat the oven to 425°F. Peel the beets and cut into wedges. Transfer the beets to a baking sheet and drizzle with olive oil. Season with kosher salt and pepper, tossing to evenly coat the beets. Roast the beets for 35 to 40 minutes until tender.
Meanwhile, add the walnut halves to another small baking sheet. Bake in the same oven for 4 to 6 minutes until toasted. Let cool and then roughly chop. Set aside until serving.
In a small bowl, combine the minced garlic, fresh dill, Dijon mustard, honey, ½ tsp kosher salt, ⅛ tsp pepper and apple cider vinegar. Whisk together. Slowly add the light olive oil, whisking constantly. Keep whisking until the dressing comes together and is fully emulsified.
Reserve and set aside 2 tablespoons of the vinaigrette. Add the yogurt to the remaining vinaigrette and whisk until smooth. Chill until ready to serve.
When the beets are tender and fully cooked, remove from the oven. Drizzle with the reserved vinaigrette, tossing to coat the beets. Spoon the yogurt sauce onto a serving platter, spreading it out into a large circle. Pile the warm beets on top of the yogurt. Sprinkle with crumbled blue cheese, the chopped walnuts, and more fresh dill. Enjoy!