Roast beets in 350-degree oven until tender about 2 hours. Peel and cut into small pieces. Place beets in blender with orange juice and puree until smooth. Split vanilla beans, scrape, and add seeds to the cream and scald. Whisk together the egg yolks and sugar and then stir into the cream mixture. Stir over low heat until mixture begins to thicken (enough to coat the back of a spoon), about 10 minutes. Remove from heat and stir in remaining ingredients. Let ice cream chill in cooler. Turn in an ice cream maker and serve.