Heat the EVOO in a large skillet.
Add the beets, fennel and onion to the skillet and cook on medium heat for 2-3 minutes. Add the orange juice and cook for 5 minutes more, or until the onions just start getting translucent, but not too wilted. You want this mix to maintain some crunch. Remove from the heat and put in a large bowl.
Finely chop the thyme and basil and add to mixture. Zest the lemon directly over the mixture. Slice the lemon open and squeeze the juice over the mixture. Add salt and pepper, to taste, and toss. Serve immediately.