Peel and segment 1 orange and set pieces aside. Zest and juice ½ of the other orange and add to a small bowl with the oil and vinegar. Whisk to combine and season to taste with salt and pepper. Set dressing aside.
Wash and dry escarole leaves and tear into bite-size pieces. Season with salt and toss with 2 tablespoons dressing in a large bowl. Divide escarole between two plates and top with feta, walnuts, and orange segments. Serve.