Roast the Beets: Preheat the oven to 400°F. Trim the beet stems, leaving about 1 inch attached, then place the beets on a large sheet of aluminum foil. Drizzle them with 1 tablespoon olive oil and fold the foil tightly around the beets to create a sealed package. Bake the Beets: Place the foil-wrapped beets in a small roasting pan and roast for 1 hour, or until they are tender. Allow them to cool enough to handle comfortably. Peel and Dice the Beets: Once the roasted beets are cool enough to handle, peel away the skins. Dice the beets and set them aside. Prepare the Lentils: While the beets roast, rinse and drain the de Puy lentils. Transfer them to a saucepan and add enough cold water to cover them by about 2 inches. Flavor the Lentils: Add 1 teaspoon of the chopped rosemary, the bay leaf, smashed garlic, clove-studded onion, and ½ teaspoon kosher salt to the saucepan.
Simmer the Lentils: Bring the lentils to a boil over high heat, then reduce the heat and simmer uncovered for about 25 minutes, or until the lentils are tender.
Drain the Lentils: Strain the cooked lentils and discard the garlic and onion.
Make the Vinaigrette: While the lentils simmer, whisk the sherry vinegar, whole-grain mustard, 1 teaspoon kosher salt, and freshly ground black pepper together in a small bowl.
Emulsify the Dressing: Gradually whisk the ⅓ cup olive oil into the vinegar mixture until the dressing becomes smooth and slightly thick.
Add the Shallots: Stir the minced shallots into the vinaigrette. Use the dressing immediately, or refrigerate it in a tightly sealed container for up to 3 days.
Dress the Warm Lentils: Transfer the warm lentils to a bowl and stir in half of the prepared dressing.
Cool the Lentils: Allow the dressed lentils to cool completely before continuing.
Finish the Lentil Salad: Add the diced roasted beets, minced parsley, and remaining 1 teaspoon chopped rosemary to the cooled lentils. Season to taste with additional salt and freshly ground black pepper. Dress the Greens: Lightly toss the mixed baby greens with some of the remaining vinaigrette.
Assemble the Plates: Divide the dressed greens among 6 plates, then spoon a portion of the lentil and beet salad over each serving.
Add the Goat Cheese: Crumble the goat cheese over the individual salads.
Finish with Vinaigrette: Drizzle some of the remaining vinaigrette over each serving and serve.