How to Make It
Preheat the oven to 400°. Put the beets in a small baking dish, cover with foil and bake for about 40 minutes, until tender. When cool enough to handle, peel and halve the beets and transfer to a large rimmed baking sheet.
Bring a large saucepan of salted water to a boil. Add the carrots and boil over moderately high heat until crisp-tender, about 4 minutes. With a slotted spoon, transfer to the baking sheet. Add the turnips to the boiling water and cook until just tender, about 3 minutes; transfer to the baking sheet. Repeat with the asparagus, cooking until bright green, about 2 minutes; transfer to the baking sheet. Add the leeks and cook until just tender, about 2 minutes; transfer to the baking sheet. Halve the carrots, turnips and leeks lengthwise. Drizzle the vegetables with olive oil and season with salt and pepper.
In a medium stainless steel bowl, whisk the egg yolks with the vinegar, flour, mustard, sugar and cayenne pepper until smooth. Set the bowl over a saucepan of simmering water and whisk over low heat until hot and thick, about 2 minutes. Remove the bowl from the heat. Whisk in the butter, then the cream, crème fraîche, 1 tablespoon of the lemon juice and the lemon zest. Season with salt and pepper.
Light a grill or preheat a grill pan. Grill the blanched vegetables over medium heat, turning once or twice, until lightly charred, about 5 minutes.
On a platter, toss the arugula with the 2 teaspoons of olive oil and the remaining 2 teaspoons of lemon juice; season with salt and pepper. Arrange the grilled vegetables over the arugula and serve the boiled dressing on the side.
The blanched vegetables can be refrigerated overnight. The boiled dressing can be refrigerated for up to 1 week.