Put the red beets, pickles, and slices of onion in a large bowl. In a small bowl, whisk together the oil and horseradish relish, and add salt and black pepper to taste. Drizzle the dressing over the beet mixture and toss gently.
Serve by scooping a single portion into an individual lettuce leaf and place side-by-side on a serving platter. Simple and delicious!