Melt and lightly brown the butter in a 12-inch skillet over medium-high heat. Add shallots, garlic and sage and cook, stirring frequently, until tender, about five minutes. Add wine and simmer briskly until reduced by half. Add cream, broth and beets and simmer for 5 to 10 minutes to create a nice, slightly thickened sauce. Crumble in Bleu de Chèvre, reserving a little bit to garnish if you like. Taste for salt, and sprinkle in plenty of pepper.
Meanwhile, cook linguine al dente in well-salted water according to package directions. Drain and toss pasta into sauce. Stir in parsley and serve immediately.
To roast whole beets, wash well, drizzle with olive oil and wrap tightly in foil. Place in a roasting pan in a 400°F oven on the center rack. Roast for about an hour, depending on size and age of beets, until nice and tender. Peel when cool enough to handle. Alternatively, many supermarkets sell plain roasted beets in plastic in the fresh produce section. They stay good in the fridge for weeks and are great to have on hand.
You can substitute another blue cheese (like gorgonzola dolce) or fresh goat cheese in this recipe if you like!