Using a small sharp knife, cut the ends off the blood oranges and 3 tangerines, then cut away the peel and white pith. Working over a medium bowl, cut along both sides of each membrane to remove the segments, letting them drop into the bowl; discard any seeds. Squeeze the juice from the remaining tangerine into a small bowl to get about 2 tablespoons.
Preheat the oven to 400 degrees F. Toss the walnuts with 1 tablespoon olive oil, 1/2 teaspoon pink peppercorns and a pinch of salt on a rimmed baking sheet. Bake until golden brown, 10 to 12 minutes. Let cool.
Meanwhile, make the dressing: Add the vinegar, mustard, 1/4 teaspoon pink peppercorns and a pinch of salt to the bowl with the tangerine juice and whisk to combine. Slowly drizzle in the remaining 1/4 cup olive oil, whisking to combine; season with salt.
Combine the frisée, endives, radicchio, parsley and blood orange and tangerine segments in a large bowl. Pour in the dressing and toss; season with salt. Top with the toasted walnuts and remaining 1 teaspoon pink peppercorns.