Roast beets, wrapped in foil, in a 425 degree oven until easily pierced with a knife, about 45 minutes. Blanch remaining vegetables separately in boiling water for several seconds, just until color changes slightly.
Place cooled vegetables in separate jars just large enough to hold them. Mix the water, sugar, pickling spices, salt, and peppercorns in a medium saucepan; bring to a boil, stirring until dissolved. Remove from heat, stir in vinegar, and pour over vegetables. Refrigerate up to 1 month. The cauliflower will need 48 hours to pickle; the others, 24 hours.