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Preheat the oven to 200°C, 180°C fan, gas 6.
Lightly blitz together the mayonnaise, red wine vinegar, lemon juice and oil, using a stick blender or a mini food processor. Add half the cheese to the mixture and pulse a few times until combined. Stir in the rest of the cheese and the parsley and season to taste. Set aside.
Thinly slice the onion and toss in the lemon juice. Set aside. Cut the broccoli stalk into thin matchsticks and put on your serving platter.
Lay the prosciutto slices in a single layer on a nonstick baking tray, put a piece of baking paper over the top and then another heavy baking sheet on top. Cut the broccoli florets into bite-sized pieces and toss with some seasoning and the olive oil. Spread out on the top baking sheet. Put the stack of trays into the oven for 8-10 minutes. Remove the prosciutto and leave the broccoli in the oven for a further 10 minutes until crispy around the edges. Toast the walnuts on a tray in the oven for 6-7 minutes, then chop roughly.
Cut the ‘cheeks’ off either side of the apple and slice very finely, keeping all the slices together.
Add the roasted broccoli florets and the pickled red onion to the platter, then the apple, spreading it out in fans.
Break the crisp prosciutto into shards and scatter over the salad with the walnuts. Drizzle on the dressing to serve.