Preheat the oven to 350°. In a small baking dish, rub the whole beets with olive oil and season with salt and pepper. Cover the baking dish tightly with aluminum foil and roast the beets for about 1 hour and 15 minutes, until they are tender when pierced with a knife. Let cool, then peel the beets and cut them into wedges.
In a large bowl, whisk the 3/4 cup of olive oil with the orange juice and balsamic vinegar; season the dressing with salt and pepper. Add the roasted beet wedges, shaved beets, watercress and shaved Pecorino and toss well to coat. Transfer to a large platter and serve right away.