Heat oven to 200C/180C fan/gas 6. If your beetroot comes with leafy tops, cut them down, making sure you leave about 3cm stalk intact. Leave the beets whole, then carefully wash and pat dry. Wrap individually in foil and roast until tender when pierced - about 1-2 hrs (depending on size). Cool in the foil before peeling. Can be done up to 2 days ahead.
To make the sauce, heat a small frying pan, then toss in the apples with the sugar and 1 tbsp water. Cover and cook until the apples are soft and mushy. Remove from the heat, add the vinegar and blitz to a puree using a hand blender or food processor. Stir in the horseradish and soured cream and season with salt.
To serve, cut the beetroot into wedges, place in a bowl and mix with the sauce. Serve on a bed of watercress.