Preheat the oven to gas 6, 200°C, fan 180°C Fan. Place the walnuts on a baking tray and toast in the oven for around 6-7 mins until fragrant and well browned. Set aside to cool, then roughly chop.
Meanwhile, use a serrated knife to peel the oranges (removing any pith) and segment over a large mixing bowl. Discard the membrane. Add the chicory leaves, watercress, rocket and fennel to the bowl.
In a small jug, whisk together the olive oil, white wine vinegar, honey and Dijon mustard along with some seasoning until well combined. Pour over the oranges and leaves in the bowl, tossing gently to coat.
Divide the salad between four shallow bowls and top with the toasted walnuts before serving.