Preheat the oven to 400 degrees F. Soak the shallots in a bowl of cold water, 10 minutes. Spread the walnuts on a baking sheet and toast in the oven until golden, about 7 minutes; let cool.
Meanwhile, stack the roast beef slices and cut crosswise into 1/2-inch-wide strips. Cut the cheese into 1 1/2-by- 1/4-inch sticks. Slice each head of endive lengthwise into 6 spears. Transfer the beef, cheese and endive to a large bowl.
Make the dressing: Drain the shallots, then transfer to a small bowl along with the parsley, tarragon, mustard, vinegar and 1/2 teaspoon each salt and pepper. Whisk until combined. Drizzle in the olive oil, whisking until blended. Stir in the cornichons. Add the dressing to the bowl with the roast beef and toss. Divide among plates and top with the walnuts.