Place the beetroot in a pan of cold water, bring to the boil and simmer for 20—30 minutes, then remove with a slotted spoon. Add the carrots to the pan and cook for 5 minutes. Cut the beetroot into wedges and thread on to 2 metal skewers.
Spray the beetroots and carrots with a little oil and cook on a hot barbecue for 8—10 minutes on each side. Meanwhile, thread the onion wedges on to 2 metal skewers, spray with oil and barbecue for 5 minutes on each side.
Place the beetroot, carrots and onion in a bowl with the rocket and pecan nuts.
Make the dressing. Blend the ingredients together in a food processor or blender until smooth and season to taste. Arrange the salad on a platter and serve drizzled with the goats' cheese dressing.