Preheat the oven to 350 degrees . Line a rimmed baking sheet with parchment and top with a wire rack. Arrange the bacon in a layer and sprinkle with pepper. Bake until crisp, 30 minutes. Coarsely chop.
Meanwhile, place the walnuts on a plate. Roll the goat cheese in the nuts. Slice the cheese crosswise into 6 slices and place on a parchment-lined baking sheet. Bake the goat cheese until warm, about 3 minutes.
In a large bowl, whisk together the vinegar and honey. Whisk in the olive oil; season with salt and pepper. Add the frisee, spinach and radicchio; toss to coat. Divide among 6 plates, then top each with a warm goat cheese slice and some chopped bacon.