Combine the Roquefort, butter, and cream cheese in a food processor and blend until smooth. You should have about 3/4 cup.
To make the salad, cut 1/4-inch from the bottom of the endives and peel away the outer leaves. (Reserve the inner core for another use.) Spread each leaf with a 1/4-inch-thick layer of Roquefort mixture and press the leaves back together to reconstruct the shape of the whole endive. Wrap in plastic wrap and refrigerate until well chilled, about 1 1/2 hours.
To prepare the dressing, whisk the mustard with the vinegar, salt, and pepper in a small bowl. Add the oils in a slow stream, whisking constantly until thick and emulsified. Stir in the shallots.
Spoon about 1 1/2 tablespoons of the dressing over the bottom of each of 4 chilled salad plates. Cut the endive into 1/2-inch-thick slices. Arrange 3 slices overlapping on each plate. Sprinkle with walnuts and garnish with a sprig of watercress. Cut the apple lengthwise into thin slices. Garnish each plate with 3 of the slices. Drizzle with a small amount of the remaining dressing just before serving.
Recipe courtesy of Sara Moulton, Sara Moulton Cooks at Home, Broadway Books, 2002