Tear a large square of heavy duty aluminum foil. Place half the beet leaves on the foil. Pile beets and rosemary on the leaves, then cover with the remaining leaves. Wrap foil tightly around beets. Prick package all over with the tip of a small knife.
Bury the package in hot coals on your grill (or place in a 500 degree oven) for 40 minutes or until tender. Test by poking with the tip of knife; if it slides into the center and then out again without sticking, they're done.
Discard rosemary and beet leaves. Peel away any very burned areas on the beetroots. Cut into bite sized chunks. Roll parsley and tarragon together and shred into chiffonade. Dress beets with vinegar, salt, pepper, olive oil, tarragon and parsley. Serve with medium-rare steaks.