In a small bowl, whisk the first 9 ingredients until blended. Place beets in a greased 4-qt. slow cooker. Add onion and orange. Pour honey mixture over top.
Cook, covered, on low 6-8 hours or until beets are tender. Remove beets; cut into wedges. Return to slow cooker. Serve warm, or refrigerate and serve cold. Serve with a slotted spoon; sprinkle with cheese.