Sure do. I vote for using the aluminum foil. Beets being as dense as they are, it takes a long time to cook them through, even if they’re not that big. And baking (or roasting), which is a dry-heat technique, takes longer than wet methods to cook them. Enclosing the beets in foil traps their natural moisture and effectively steams them.
You don’t have to use foil, though. I try as much as possible to cut down my use of it (foil’s convenient and great for easy clean-up, I know, I know; but it’s a finite resource.) It’s recyclable in most areas, but still… if I can do without, so much the better. So you can also nestle the beets together in a covered baking dish, add a little bit of water to the bottom of the dish, and bake them at 350°F to 400°F degrees until done. That’s even easier and cheaper than wrapping them up individually or making a packet of them in foil.
Foil does work best when grilling beets. Or perhaps I should say “cooking beets on the grill.” A packet of well-wrapped beets, placed either on the grill or tucked into the coals, is best protected this way from overcooking on the outside before the insides are cooked. This also applies to cooking them in the coals of a campfire. Now that’s delicious!
There are those who claim roasting brings out the natural sweetness in beets unmatched by boiling them. You can’t prove that by me, although I’m willing to be corrected by the campfire method. Most of us don’t cook that way, though. Maybe I’m spoiled by the quality of the biodynamic beets I get from my CSA, but I almost always boil them – it’s faster and easier to test them for doneness than doing it in the oven.
Do your beets vary greatly in size? Start them all at the same time in cold water, and begin testing the smaller ones for doneness about 20 minutes after they’ve been simmering. Take those out when they’re done, and keep cooking the bigger ones until they too test done. You may have to add a little boiling water to keep the water level high enough to cover them after the smaller ones are removed. Test them with a cake tester, which leaves the tiniest hole of any method for any juices to escape.