Toast walnuts in a dry small skillet over medium heat, tossing occasionally, until fragrant, about 5 minutes. Let cool.
Coarsely chop walnuts and toss in a small bowl with garlic, parsley, and lemon zest; season gremolata with salt and pepper.
Gently toss endives, oranges, oil, and half of gremolata in a medium bowl; transfer to a platter. Top with remaining gremolata and squeeze lemon over.
Do ahead: Gremolata, without garlic, can be made 1 day ahead. Cover and chill. Stir in garlic just before serving.
Cook's note:When prepping oranges for the citrus salad, you'll want to remove both the peel and the bitter white pith. First, trim the top and the bottom from the fruit. Upend orange on a flat side and cut away all of the peel and pith, following the contour of the fruit and leaving as much of the flesh as possible.