1. Combine the beetroot with the olive oil and balsamic vinegar and bake at 400°F for approximately 35 minutes or until tender.
2. On a floured surface, roll out the dough into an elongated oval shape. Carefully move the dough to a piece of baking parchment, then cut the dough along the edge on both sides, moving towards the middle.
3. Spread tomato sauce, baked beetroot, cheese, pine nuts, lemon zest and thyme on the middle 1/3 of the pizza dough.
4. Braid the pizza so the narrow bands of dough on each side cross each other. Beat the egg yolk with the water and brush the pizza dough with the mixture.
5. Carefully move the pizza on the baking parchment over to the hot baking sheet and bake on the bottom rack at 475°F for approximately 15 minutes or until crispy and golden.