Preheat oven to 400 degrees. Place beets on foil lined with parchment. Drizzle with 1 tablespoon oil; season with coarse salt. Wrap foil into a sealed pouch. Roast beets on a rimmed baking sheet until easily pierced with a skewer, about 45 minutes. Carefully open pouch; when beets are cool enough to handle, rub off skins with paper towels. Halve beets (or quarter, if desired).
Arrange beets and dandelion greens in a serving dish. In a skillet, bring remaining 3 tablespoons oil and cumin seeds to a simmer; toss with beets and greens. Sprinkle with sea salt and serve.