Boil first and peel.
I usually throw mine in pickled beets juice or a jar of dill pickles that's empty. Add a little vinegar and a spoon of sugar.
I know there are fancy recipes but I tell 6a I really just like them in the beet juice.
Every year I make a few gallons of pickled beets from the garden, and add boiled eggs.
But you can use pickled beets from store too. Just add a little white vinegar and sugar as you eat and add more.
Side note, i throw my okra in garden right in jar with dill pickles. Ready in a day or so and very good.