Preheat the oven to 400 degrees. Toss the diced beets with 1 tablespoon olive oil, salt, and pepper. Spread on a baking sheet and roast for 25 minutes until tender.
While the beets cook, rinse the farro and place it in a medium pot with 2 cups water. Bring to a boil, then reduce to a simmer and cook for 20 minutes until tender. Drain any excess water.
In a bowl, toss the shrimp with the remaining 2 tablespoons olive oil, lemon juice, salt, and pepper. Grill the shrimp over medium heat for 2 to 3 minutes per side until pink and cooked through.
Divide the cooked farro among four bowls. Top each with roasted beets, arugula, grilled shrimp, crumbled goat cheese, walnuts, and parsley.