Heat the oven to 375. Place the bacon strips on a foil-lined cookie sheet and bake until crispy, about 15 - 20 minutes. Carefully remove and pour off the bacon fat for another use.
Meanwhile, toast the walnuts on a separate cookie sheet. Cook 5 to 7 minutes until fragrant and a golden brown.
Let the first ingredients cool while you make the dressing. In a large bowl, whisk together the Dijon and Sherry vinegar and add oil, a little at a time, until it emulsifies. Taste and if it's too acidic, keep adding oil. Season with salt and pepper. Then pour the dressing out into a small bowl.
In the same large bowl, add the apples, the celery, the scallions, the lettuce, the chopped walnuts (oh yeah: chop the walnuts), and the crumbled bacon (you can crumble it or chop it with a knife). Toss with the dressing that's already coating the bowl and add more dressing as you need it. Add the crumbled cheese, continue tossing, and taste for salt and pepper.