Cook the beets, covered, for 10 to 20 minutes or until tender in a pot of salted water . Drain and cool under cold running water. Peel the beets, then slice them thinly or cut them into small wedges (as in the picture). Place the beets in a bowl.
In small bowl whisk together the olive oil, lemon juice, mustard, and cayenne. Add salt and pepper to taste. Pour over the beets and toss it all to coat.
Peel and remove the skin and outer white membrane from the oranges. Cut the oranges into slices 1/4 inch thick or into wedges. The recipe can be prepared ahead to this point, covered and refrigerated for up to 8 hours. (Note that if you refrigerate it at this point to NOT add the oranges as the beets will make them discolor. They will taste fine but the salad will not look as appealing.)
Arrange lettuce leaves on a serving platter or on individual serving plates. Arrange the beet salad and oranges on the lettuce. Sprinkle any remaining dressing on top and serve.