Line a 20cm x 10cm loaf tin with clingfilm, making sure there is enough overhang to cover the terrine completely.
Peel and trim the beetroot, then add to a heatproof bowl. Add a splash of water, cover with clingfilm and microwave on high for 10-12 minutes until tender.
Meanwhile, whip the goat's cheese and dill with a spatula until well combined. Season with black pepper to taste, then cover and chill.
Carefully, using a mandolin or very sharp knife, slice the cooked beetroot into 3-4mm slices. Add a layer of beetroot slices to the bottom of the tin – you might need to trim some to fit. Build a layer around the sides as well. Spread a thin layer of the goat's cheese mix over the beetroot at the bottom, then cover with another layer of beetroot. Continue until you reach the top of the tin and the goat's cheese is finished. Finish with a final layer of beetroot, tucking the edges down into the sides of the tin for a flush edge. Cover with the overhanging clingfilm, then weigh down with tins or cans. Leave to chill in the fridge for at last 4 hours, preferably overnight.
Tip the terrine carefully out of the tin and remove the clingfilm. Use a very sharp knife to cut into slices, then serve sprinkled with the nuts and reserved dill.