Peel the roasted beets and dice them finely. In a bowl, combine the ricotta, goat cheese, and diced beets. Season with salt and pepper, and stir in the fresh thyme. Let the mixture rest for 10 minutes to allow the flavors to meld.
Prepare the béchamel sauce: in a small saucepan, melt the butter over medium heat. Whisk in the flour and cook for 1-2 minutes, stirring constantly. Gradually add the milk, whisking continuously to prevent lumps. Season with salt and pepper, then cook until the sauce thickens.
Fill the cannelloni pasta with the beet and goat cheese mixture. You can use a piping bag or a small spoon for precise filling. Fill them completely, but do not overfill, as they may burst during baking.
Grease a baking dish with butter, pour some of the béchamel sauce into the bottom, then arrange the filled cannelloni tightly on top. Pour the remaining béchamel sauce over the cannelloni, then sprinkle with grated cheese.
Preheat the oven to 350°F (180°C). Cover the dish with aluminum foil and bake for 25 minutes, then remove the foil and bake for another 10 minutes, or until the cheese is golden brown. Tip: you can use the broiler for the last 2 minutes for extra browning.
Once removed from the oven, let it rest for 5-10 minutes before slicing, to prevent it from falling apart. Garnish with fresh thyme before serving for an extra fragrant dish.
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