1. Preheat oven to 325°F.
2. Put beets on a large sheet of foil. Drizzle with 1 Tbsp. oil; season with salt and pepper.
3. Wrap up beets tightly and roast until a knife pierces through them easily, about 1 hour and 15 minutes.
4. Unwrap beets. When cool enough to handle, peel and cut into wedges. Whisk vinegar, remaining 3 Tbsp. oil, onion, chile and a pinch of salt.
5. Arrange beets on 4 serving plates. Drizzle with a little dressing and season with salt and pepper. Top with romaine, celery, feta and olives. Drizzle remaining dressing all over. Season with salt, pepper and oregano. Garnish with celery leaves and serve.