Whisk the balsamic vinegar, shallots, and honey in a medium bowl to blend. Gradually whisk in the oil. Season the vinaigrette, to taste, with salt and pepper.
Toss the endive and frisee 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.