Preheat oven to 400°F (200°C). Wrap beets individually in foil and roast for 45-60 minutes until tender when pierced with a knife.
Meanwhile, rinse lentils and cook in salted water for 20-25 minutes until tender but still firm. Drain and set aside.
Once beets are cool enough to handle, peel off skins and slice into wedges or rounds.
Whisk together lemon juice, salt, diced shallot, olive oil, and chopped preserved lemon to make vinaigrette.
In a large bowl, combine cooked lentils, sliced beets, parsley, mint, and feta cheese.
Drizzle vinaigrette over salad and toss gently to combine. Serve warm or at room temperature.