Cut tops off beets (make sure greens are firm & fresh). Put tray in 9x13 dish. Place in baking pan with orange slices from 1/2 of 1 orange. Pour in enough water to come 1/4 of the way up the beets. Cover with foil & roast in oven until beets are knife tender, about 75 minutes. Allow to cool and then peel off skins. Cut into wedges & set aside.
Saute bacon and when it starts to foam, add shallots & look until translucent, about 2-3 minutes. Add vinegar to pan, scraping up bits. Add dill and season with salt & pepper.
Pour the vinaigrette over the beets and toss well. Sprinkle blue cheese, celery leaves & rest of oranges cut in segments over the salad & serve.