Steam the baby beetroots for 30 minutes, or until tender. Set aside to cool slightly. Select some of the smaller, pretty beetroot leaves, rinse well and set aside.
Using your fingers, remove the skins from the beetroots. Cut them into wedges and arrange them on six plates. Top with the orange segments and avocado slices, and scatter over the pieces of cream cheese, walnuts and beetroot leaves.
Drizzle over the reserved orange juice and olive oil just before serving.