Beet Panna Cotta

Thanks pazzonico!

Just did a little searching around (as you probably have); it seems like the steep and puree method is the more common one among all the recipes I've read.
If it were me, I'd roast the beets until tender (because roasted beets have more flavor than boiled), peel them, steep them in the chosen liquid (juice, water, cream, etc.), blend/puree, then add gelatin and proceed with the panna cotta process. It seems like the beets do not affect the gelatin's thickening properties; some recipes even say straining after blending is a matter of preference (texture or completely smooth).
As for the color; in my experience with using beets as a coloring (like for pasta), the smaller ones have a much more vibrant color as opposed to the large ones. Also, the flavor and texture is much smoother with the small beets; those huge ones tend to be very woody and tough. I usually rummage through the pile looking for the ones that are about the size of a golf ball and are almost black on the outside. Plus, the cook faster without having to chop them into pieces.
Hope that helps.

I thought about just simmering the beets in the cream, but I'm afraid that won't give it the depth of color I'm looking for. In the pictures, the panna cotta was a true magenta. The pureeing and straining was my second thought, and I had the same questions about how it would affect the rest of the recipe.

Was going to suggest exactly what Cynthia said.
But I was also wondering if the beet could be pureed into the cream mixture (with an immersion blender or something similar) and then strain it; but I don't know if that would affect the thickening agents of the gelatin. The only reason would be for a stronger beet flavor, unless the color is the only thing you're after, then otherwise just infuse it.

I would suggest following a standard recipe. As for the beet input, peel one or two, depending upon size, dice it (them) into 1/2" cubes and infuse them into the cream while it is heating. Strain the cream and proceed with the remainder of your recipe.
Great question: the color should be spectacular!