For the beets:
Place the sliced beets in a bowl. Cover with boiling water and set aside.
In a small saucepan, combine the vinegar, water, sugar, spices and bay leaf, and bring to a boil. Once the sugar is dissolved completely, remove from heat.
Drain the beets and place into glass jars. Cover with the vinegar mixture, seal the jars, cool completely and refrigerate overnight.
For the feta:
Break the feta into ½-inch chunks. In a large jar, begin stacking layers of the feta, alternating with the fresh herbs, chili flakes, zest and a few turns of the pepper.
Cover the entire mixture in good-quality olive oil, seal the jar, place in the fridge and let the mixture marinate overnight.
To assemble:
On a serving plate, arrange the pickled beets and crumble the marinated feta on top. Add torn mint leaves and serve.