Place beets in a 9- by 13-inch baking pan. Add 1/2 inch water. Cover tightly with foil and bake in a 375° regular or convection oven until tender when pierced, 45 to 60 minutes. When cool enough to handle, peel and cut into 1/2-inch wedges.
Meanwhile, in a bowl, combine orange juice, vinegar, shallots, salt, and pepper to taste. Add the warm beets and stir to coat. Serve warm or at room temperature.