Preheat the oven to 350 degrees . Place the apple wedges on a baking sheet lined with parchment paper and bake until softened, about 20 minutes. Place the walnuts on a baking sheet, season with salt and pepper and bake until lightly toasted, about 10 minutes. In a medium skillet, cook the bacon until crisp; crumble and set aside.
In a blender, combine the shallots, mustard, honey, tarragon, thyme, and salt and pepper to taste. With the machine on, drizzle in the vinegar and then the oil.
In a large bowl, toss the endive with the watercress, baked apples and shallot dressing to taste. Sprinkle with the toasted walnuts and crumbled bacon.