Preheat oven to 180°C. Put walnuts in a shallow ovenproof dish and toast for about 10 minutes, until lightly browned. Cool, then flick off as many skins as possible (the skins are bitter-tasting).
Peel oranges with a serrated knife, then cut in between each piece of membrane and release the orange fillets.
To make the dressing, whisk walnut oil, salt, tarragon vinegar, mustard and orange juice together in a bowl.
Trim cos lettuces, break apart, wash, dry and tear into bite-sized pieces. Put cos and rocket in a large bowl and add thyme leaves, orange segments and walnuts. Rewhisk dressing and toss with salad greens. Dish into individual bowls and serve immediately.
Serve as a fresh starter to a hearty meal, or as an accompaniment to duck, pork, turkey and chicken dishes. Stringy rocket can spoil this exquisite salad, so either grow your own (very easily done in a planter box) or buy a premium product. Blood oranges can be used to great effect, or tangelos when in season. Look for new-season freshly picked walnuts and New Zealand walnut oil.
From Taste magazine, July 2011.