Heat the oven to 200 C / 390 F. Toss the beetroot cubes with 1 tbsp olive oil and 1/2 tsp salt on a 33 x 46 cm / 13 x 18 inch sheet pan and spread them in a single layer. Roast for 35 minutes, stirring once at the 20-minute mark, until the edges are caramelized and a knife slides in easily.
While the beets roast, bring the stock to a bare simmer in a 2-quart / 1.9 L saucepan and keep it on the lowest heat. Warm 2 tbsp olive oil in a 28 cm / 11-inch straight-sided sauté pan over medium heat. Cook the onion with a pinch of salt for 6 to 7 minutes until soft and translucent but not browned, then add the garlic and cook for 30 seconds.
Add the rice and stir for 2 minutes, until the grains look translucent at the edges with a white dot in the center. Pour in the wine and stir until it has almost completely cooked off, about 2 minutes.
Add the hot stock one ladle (about 120 ml / 1/2 cup) at a time, stirring often and waiting until each addition is mostly absorbed before adding the next. Cook for 20 to 22 minutes in total, until the rice is tender with a slight bite and the risotto flows slowly when you tilt the pan. With about 5 minutes left, mash a third of the roasted beetroot with a fork and stir it into the rice.
Take the pan off the heat. Stir in the butter, the lemon zest and 2 tbsp lemon juice, 100 g of the feta, the dill, the pepper and the remaining roasted beetroot cubes. Taste for salt, loosen with a splash of hot stock if it feels tight, and serve right away topped with the remaining 50 g feta and extra dill.