Preheat oven to 200oC fan forced. Line two trays with baking paper.
Place beetroot on the baking tray and season with 1 tbs of olive oil, 1 tbs of balsamic vinegar and season with sea salt. Cook in the oven for 20-30 minutes or until tender.
Prepare lentils according to on-pack cooking directions (20-30 minutes cooking time required).
Meanwhile, using a 10cm round cutter, cut four rounds from each pastry sheet. Then using a 6cm round cutter, cut a circle inside six of the rounds to create a ring.
Transfer the six bases to the lined tray and brush with egg yolk. Place a pastry ring onto each base and brush again with egg yolk. Prick the base (inside the ring) with a fork to prevent it from rising. Bake for 10 minutes or until golden in the oven at 200oC fan forced.
Place rocket, beetroot, lentils, remaining oil, remaining vinegar and walnuts in a bowl. Toss to combine.
To assemble, top each pastry round with the lentil and beetroot mixture. Top with feta and serve.