Preheat the oven to 425°F. Add the diced beets and butternut squash to a rimmed baking sheet.
Drizzle with olive oil, then sprinkle with Za'atar, salt, and pepper. Gently toss until combined with your hands or tongs.
Roast for 25 minutes until the vegetables are tender.
While the squash is roasting, mix together the lemon juice, olive oil, za'atar, salt, and pepper in a mason jar or small bowl.
When ready to serve, toss the arugula with the dressing and then top with the beets, butternut squash, sliced red onion, walnuts, and goat cheese.