Preheat oven to 400°F and line a baking pan with parchment paper.
Peel beets, slice off ends, and cut into ¼-inch fry-shaped sticks.
Toss beet fries with olive oil, harissa, cumin, salt, and pepper until evenly coated.
Spread in a single layer on prepared pan and roast for 15–25 minutes, flipping after 10 minutes, until tender and edges are slightly crispy.
Remove from oven, sprinkle with Parmesan cheese if using, and garnish with fresh parsley.
Serve immediately while hot.