1. Remove the tough outer leaves of the fennel, cut off the tops and discard; cut each bulb in half and cut out the cores (and discard them too). 2. Lay each fennel half in turn on cutting board (cut, flat side down) and slice as thinly as possible; transfer to a large mixing bowl. 3. Slice one orange in half (horizontally) and juice one of the halves, setting juice aside. 4. Slice the remaining 1 1/2 oranges horizontally; remove the peel from each slice, then separate the individual sections (you should end up with thin triangles) which then are added to the fennel slices. 5. In a small bowl, whisk together the lemon juice, reserved orange juice, olive oil, salt and pepper. 6. Pour over the fennel and oranges and mix well; allow to marinate at least 30 minutes and preferably one hour in the refrigerator. 7. Just before serving, sprinkle the walnut pieces over the salad and mix well. ---------------------------------------------------------------------------
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