Clean and peel the beets, then slice them into thin rounds. Spread out on the baking sheets. Sprinkle with salt and pepper, then roast for 30 minutes. Meanwhile, core and slice the fennel bulbs thin.
Use a veggie peeler to shave thin ribbons of asparagus and Asiago cheese. When ready to serve, stack fennel, beets, asparagus, more beets, Asiago cheese and toasted walnuts onto serving plates. Sprinkle with salt and pepper.
Drizzle each plate with a little lemon juice and a generous portion of olive oil.