How to Make It
In a small nonreactive saucepan, combine the shallot, rosemary and 1/2 teaspoon each salt and pepper. Stir in the vinegar and mustard. Whisk in the walnut oil and vegetable oil. Arrange the steaks on a nonreactive baking sheet, pour 1/4 cup of the dressing on top and turn to coat. Let marinate for 30 minutes.
Meanwhile, preheat the oven to 350°. Toast the walnuts for about 3 minutes, or until fragrant.
Preheat the broiler. Warm the remaining dressing over low heat; keep warm. Broil the steaks for about 2 minutes per side for medium-rare. Let rest for 2 minutes.
Toss the endives, escarole, Roquefort and walnuts with the dressing and mound on 4 plates. Cut each steak diagonally across the grain into 5 slices and arrange on the salads.