Preheat oven to 400 degrees F.
Place the beets and rosemary in an oven-proof dish or baking sheet and drizzle lightly with olive oil.
Cover the dish with foil and roast for 40-60 minutes, depending on the size of the beets.
When cooled enough to handle, rub the skin off the beets and cut them.
Combine the lentils, garlic, bay leaf, and 3 cups water in a medium pot.
Bring to a boil, reduce heat to a simmer, and let the lentils cook uncovered for 20-25 minutes or until tender. (You may need to add extra water, just enough to cover, as they cook.)
Drain the lentils, remove the garlic and bay leaf, and add salt and pepper to taste.
Whisk together the dressing ingredients and season to taste with salt and pepper.
Add the beets, lentils, celery, and some of the celery leaves; toss to combine.
Top the salad with the remaining celery leaves, feta cheese, and walnuts.