Nope! Save yourself some time and leave the skin on prior to roasting beets. You can also leave the skin on after they have been roasted if you like. It's okay to eat them! If you do choose to peel your beets, once the beets are cool enough to handle, they can be peeled with a vegetable peeler (see Recipe Tips above) or you can also use a paper towel to rub off the skins.