Candy the walnuts: Line a cookie sheet with parchment paper; set aside. In a medium skillet, simmer the sugar, cayenne pepper and 6 tbsp. of water over medium high heat until it turns a golden brown color, about 15-20 minutes. Stir 1/2 cup walnuts into the caramel using a wooden spoon. Be careful, the sugar is hot! Spoon the nuts onto the parchment after they have been glazed and season with salt. Cool and then pull the nuts apart into smaller pieces. Prepare the dressing: Place 1/2 cup walnuts in the bowl of a small food processor and pulse a few times. Add the lemon juice, walnut oil, olive oil, a pinch of salt and some black pepper. "Pulse" a couple of times to blend. The walnuts really amplify the flavors in this dressing and give it added body. Taste for seasoning. Toss the salad: Toss the dressing with the grapes and lettuces. Top with the candied walnuts and Parmesan cheese.
Drying lettuce is important otherwise salad tastes watery.