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Mix all of the ingredients for the dipping sauce together in a small bowl then set aside.
Cut the spiralized beetroot into thumb-length strips. Lay a nori sheet, shiny side down, onto a sushi rolling mat. Arrange one third of the beetroot, avocado and cucumber in lines across the bottom third of the nori sheet then sprinkle over half the sesame seeds.
Rolling away from yourself, lift the edge of the nori over the filling and continue folding to create a roll. When you get to the edge of the nori, dampen with a little water then continue to fold, sealing everything together into a tight roll.
Repeat with the remaining nori and filling. Trim the ends of the roll to neaten them then slice into 5 pieces. Serve with the wasabi dipping sauce.