Preheat oven to 425'
Cut off the beet greens close to the actual beet part. Give the beets a few pokes with a fork and wrap completely in foil. Bake for an hour, depending on the size of the beet. It feels similar to a baked potato when done.
In the meantime, prepare the sauce. In a small bowl, combine the yogurt, horseradish, vinegar, agave and pinch of salt. Add the chives and set aside.
Cut the skin and pith from the orange, and slice into max 1/4'' thick coins.
When the beets are done, set aside until they are cool enough to handle. With a paring knife, peel off the skin gently as they can get slippery. Slice the beets into max 1/4'' thick coins, just like the orange.
To assemble, put a dollop of sauce on the bottom of the plate, then a beet with another dollop of sauce, then a few leaves of watercress and a slice of orange and a dollop on top of that. Repeat: beet, dollop, watercress, orange, watercress, dollop to however high you'd like your stack to go. Scatter the slices of red onion and if you'd like, maybe some toasted walnuts around the plate. Top the stack with a dollop of sauce and a grind of fresh pepper. Note that the pretty presentation is quickly demolished once you start cutting into it.