Whisk the balsamic vinegar, shallots and honey in a medium bowl to blend. Gradually whisk in the oil. Season vinaigrette to taste with salt and pepper.
Toss the endive and frisée in a large bowl with enough vinaigrette to coat. Season the salad to taste with salt and pepper. Mound the salad onto plates. Surround with the orange segments. Sprinkle with hazelnuts. Drizzle any remaining vinaigrette around the salads and serve immediately.