Chop beets, cabbage, carrots and onions into small chunks. Place in large bowl. Toss with olive oil, season with salt and pepper.
Spread vegetables out on foil lined baking sheets, making sure vegetables are in one layer. I used 2 baking sheets. Bake 425º F for approximately 30 minutes, turning after 15 minutes. until pieces are nicely browned.
Transfer vegetables to large pot, stir in lentils, tomato paste, vegetable stock and bay leaves. Season with salt and pepper to taste. (The amount of salt used can vary depending on how salty the stock you use is)
Bring to a boil, then reduce heat to low. Cover and simmer for 45-60 minutes until lentils are tender. (add additional vegetable stock if you prefer a thinner soup)
Add vinegar and dill, simmer for additional 15 minutes.
optional - serve with a dollop of sour cream or plain yogurt.