Preheat oven to 425°F and line a large baking sheet with parchment paper. Cut beets into 6-8 wedges each, keeping them uniform in size.
Toss beet wedges with 2 tablespoons olive oil, salt, and pepper. Arrange in a single layer on the baking sheet with space between pieces.
Roast for 25-30 minutes, flipping halfway through, until beets are fork-tender with caramelized brown spots.
While beets roast, whisk together Greek yogurt, remaining 1 tablespoon olive oil, chopped dill, lemon juice, garlic, and honey if using. Taste and adjust seasoning.
Let roasted beets cool for 5 minutes, then transfer to serving platter. Drizzle generously with dill cream sauce.
Garnish with toasted nuts and extra fresh dill. Serve warm or at room temperature.