Combine vinegar, shallot, mayonnaise, mustard, and salt in medium bowl and season with pepper to taste. Whisk until mixture is milky and appearance, and no lumps of mayonnaise remain. Whisking constantly, slowly drizzle in oil until emulsified and lightly thickened.
Place lettuce, frisée, apple, celery, and half of walnuts in large bowl. Toss to combine. Drizzle with dressing and toss until greens are evenly coated. Season with salt to taste. Sprinkle with remaining walnuts. Serve immediately with protein of choice.
