Put the beetroot, pumpkin and onion into a roasting tin, drizzle with the oil and sprinkle with the fennel seeds and salt and pepper. Roast the vegetables in a preheated oven, 200°C (400°F), Gas Mark 6, for 20–25 minutes, turning once, until well browned and tender.
Cut the goats cheeses in half and nestle each half among the roasted vegetables. Sprinkle the cheeses with a little salt and pepper and drizzle with some of the pan juices.
Return the dish to the oven for about 5 minutes, until the cheese is just beginning to melt. Sprinkle with rosemary and serve immediately.