Preheat the oven to 180°C, fan 160°C, gas mark 4.
Take one of the salmon fillets and lay it on a baking sheet. Layer with slices of the orange, lemon and cooked beetroot, then top with the other piece of salmon.
Using string, tie the two pieces together, tucking a few extra slices of lemon and a couple of bay leaves under the string on the top.
Season with freshly ground black pepper and bake in the preheated oven for 20-25 minutes.
When cooked, remove the string and slice into portions. Serve drizzled with the citrus juices from the pan.
Cook's tip: This substantial salmon dish would make a great alternative to a traditional turkey on Christmas day, if you fancied a change!