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Step 1
To make the Italian salsa verde: Place parsley, olive oil, capers, anchovies, vinegar, lemon juice, garlic, and lemon zest in work bowl of a food processor fitted with a steel blade. Pulse until parsley is finely chopped, about 10 1-second pulses, stopping to scrape down sides of bowl as necessary. Season sauce with salt and pepper to taste. Transfer to a small bowl and set aside.
Step 2
To make the beets: Toss beats with olive oil and season with salt and pepper. Transfer beets to the center of an 18x18" piece of heavy duty aluminum foil. Fold foil over and crimp edges shut.
Step 3
Light one chimney full of charcoal. When all the charcoal is lit and covered with gray ash, pour out and arrange the coals on one side of the charcoal grate. Set cooking grate in place, cover grill and allow to preheat for 5 minutes. Clean and oil the grilling grate. Prior to cooking the beets, place chiles on hot side of grill and cook, turning occasionally, until completely charred all over, about 5 minutes. Transfer chiles to a small bowl, cover with plastic wrap, and set aside until cool enough to handle.
Step 4
Place foil-wrapped beets near, bu not directly over, the fire. Cover and cook until a paring knife can be interested into center of beets with no resistance, about 45 minutes. Remove foil wrapped beets from grill and let rest until cool enough to handle. Open foil, peel off skins from beets, and cut beets into 1/2-inch thick slices.
Step 5
To assemble the sandwiches: Remove charred skins from peppers, deseed, and cut into thin strips. Spread a layer of goat across the 4 bottom halves of focaccia. Add pepper slices, to taste, on top of goat cheese followed by arugula, beet slices, and salsa verde. Top each sandwich with remaining focaccia slices and serve immediately.