In a small bowl, combine the mayonnaise, peppercorns and ¼ teaspoon ground pepper. Cover and refrigerate until serving.
Peel and cut sweet potato in half widthwise; cut each half into ½-in. strips. Place in a small bowl. Add 1 tablespoon oil, ¼ teaspoon salt and ⅛ teaspoon pepper; toss to coat. Spread onto a parchment-lined baking sheet.
Peel and cut beets in half; cut into ½-in. strips. Transfer to the same bowl; add the remaining oil, salt and pepper. Toss to coat. Spread onto another parchment-lined baking sheet.
Bake vegetables, uncovered, at 425° for 20-30 minutes or until tender, turning once. Serve with peppercorn mayonnaise.
