Preheat the oven to 200°C/gas mark 6. Put the beetroot in the centre of a large piece of foil with the garlic bulb and thyme. Scatter over the oil and season with black pepper. Seal the foil into a parcel and place on a roasting tray. Roast in the oven for 45 minutes or until soft. Squeeze the garlic from their skins and toss with the beetroot. Leave to cool completely.
Meanwhile, whisk together all the dressing ingredients. Carefully toss the rocket with the beetroot and hot smoked salmon and divide between serving plates, then drizzle the dressing over each plate to serve.