Peel and dice beets into ½-inch cubes. Toss with olive oil, salt and pepper.
If using air fryer: Cook at 375°F for 10-15 minutes until tender. If using oven: Roast at 400°F for 35 minutes.
Cook lentils with salt and pepper (pressure cooker: 8 minutes on HIGH with quick release; stovetop: simmer for 40 minutes). Drain any excess liquid.
Make vinaigrette by whisking lemon juice, salt, diced shallot and olive oil.
Prepare preserved lemon by mincing the pulp and finely dicing the rind. Add 2 teaspoons pulp and all rind to the vinaigrette.
Combine lentils and beets in a bowl, toss with vinaigrette.
Top with chopped parsley, mint and crumbled feta before serving.