Ideally, when roasting beets, the skins should just come right off once they're done and cool. I don't seem to be good at this, though: sometimes they're great, and sometimes the skins are pretty clingy. What should I do to guarantee easy peeling?
The trick that works for me consistently is to put the beets in a sealed container while still hot and let them cool down that way, they continue to cook a bit and the steam from them keeps the skins loose. Also, peel them while they are still warm, if they cool too much the skins may adhere again.
Blanch them first to remove the skin, then roast them. This method works for tomatoes as well.
Here's an example from ForkBytes
Blockquote Bring a pot of water to a boil. Add the beets and blanch briefly, until skins are loose, 3 to 5 minutes. Remove the beets and immediately plunge them into a bowl of ice water. Peel and cut into bite-sized pieces.
Obviously, you don't have to cut into bite-sized (I recommend not, to keep them from bleeding) and can proceed with your usual roasting method.
Some pro recipes just say cool them slightly at the end of the roast and peel. Again, this keeps the bleeding to minimum. So the above answer is assuming you want the easiest peel.