Preheat oven to 425°Line baking sheet with parchment paper.
Cut beets into sixths and place on parchment paper. Toss with olive oil and lemon juice. Sprinkle with sage, lemon rind, and sea salt. Toss again.
Roast for 20-25 minutes, turning at 10 minutes, until beets are tender and just starting to brown.
While roasting, mix yogurt sauce in a small bowl and set aside in the fridge.
When beets are finished, plate immediately, dollop with yogurt sauce, and sprinkle with lemon zest.