How to Make It
In a medium bowl, using a wooden spoon, mash the dates with the anchovies, lemon zest, orange zest and garlic to form a coarse paste. Stir in the vinegar, then whisk in the olive oil.
In a very large bowl, toss the fennel and endives. Add 1 tablespoon of the lemon juice and half of the dressing; with your hands, gently massage the dressing into the endive leaves. Season the salad with salt, pepper and more lemon juice to taste.
Line a platter with half of the endives and fennel and scatter with half of the cheese. Repeat with the remaining endives, fennel and cheese. Drizzle some of the remaining dressing over the salad, season with pepper and pass the rest of the dressing at the table.