Prepare a grill for medium-high heat; lightly oil grate. Grill beets, turning occasionally, until skin is charred and flesh is fork-tender, 50–60 minutes. (Alternatively, you can tuck vegetables into coals left over from grilling something else. Wait until charcoal is completely covered with ash and no black spots remain. Shake grill to knock excess ash off coal, then rake them around and pile them up around vegetables.) Let cool slightly.