Preheat oven to 400 degrees F.
Put beets on a piece of foil, drizzle with 1 tablespoon extra virgin olive oil and wrap in foil. Roast for about 30 minutes. Then add sweet potatoes and carrots and roast for 30 more minutes or until vegetables are fork tender.
Meanwhile, make pickled onions by whisking together salt, sugar and vinegar in a medium bowl. Then add onion slices and mix together. Let onions sit for 1 hour.
When vegetables are cooked, take a few pieces of cooked beets and small dice. Set aside for garnish.
In a large stockpot, heat 1-tablespoon extra virgin olive oil over medium heat. Add leek slices and sauté until soft and slightly browned, about 5-7 minutes.
Then add beets, sweet potato, carrots, water, apple cider vinegar, honey and lemon juice. Bring to a simmer, and puree with a an immersion blender or in a food processor. Return to the stockpot if you used a food processor. Temper hot borscht with coconut milk by adding a 1/4 cup of the borscht into the coconut milk a little at a time to bring it to temperature. Then whisk in the coconut milk and season borscht with salt and pepper to taste. Top portions of borscht with beets, pickled onions and dill.