To prepare Walnut Vinaigrette: Combine shallot, vinegar, mustard and salt in a small bowl. Let stand for 5 minutes, then whisk in oil.
To prepare salad: Toast walnuts in a small dry skillet over low heat, stirring constantly, until fragrant, 2 to 3 minutes. (Alternatively, toast in a toaster oven at 350ºF for about 6 minutes.) Transfer to a plate to cool.
Just before serving, combine salad greens, endive, fennel and mushrooms. Drizzle with vinaigrette and toss to coat well. Sprinkle with walnuts and serve immediately.