Preheat the oven to 400°F.
Trim and wash the beets. Put them in a baking dish, add a splash of water, and cover tightly. Roast the beets in the oven for about 45 minutes, until they are cooked through.
When the beets are cooked, allow them to cool uncovered. Peel and cut them into wedges. Put them in a bowl, season generously with salt and pepper, add the red wine vinegar and 1 tablespoon of olive oil, and toss gently.
Put the shallot in a bowl and add the white wine vinegar, lemon juice, orange juice, and a pinch of salt. Let macerate for 15 minutes. Whisk in ¾ cup olive oil and stir in the chopped chervil, lemon zest, and orange zest. Taste for seasoning.
Cut the avocados in half lengthwise and remove the pits. Leaving the skin intact, cut the avocados lengthwise into ¼-inch slices. Scoop out the slices with a large spoon and arrange them on a platter or individual dishes. Season with salt and pepper. Arrange the beets over the avocado slices and drizzle with the vinaigrette. Garnish with a few chervil sprigs.
Variation: Blood orange, grapefruit, Meyer lemon, and kumquat go well with the roasted beets and citrus dressing—with or without the avocados—as do watercress and Belgian endive.