Make the vinaigrette. Put the minced shallot, Dijon mustard, honey and sherry vinegar in a jam jar and give it a shake. Let it rest for 10 minutes, at least, before you add the rest. Then, add the grapeseed oil, and a pinch of sea salt and pepper, and give it a taste. If you need to add more salt or pepper, now’s the time.
Assemble the salad. In a large serving bowl, put the arugula, orange pieces, almonds, Roquefort, and thin slices of shallot. At the very last moment before serving, drizzle about one-third of the dressing, gently toss, and taste.
Serve immediately. The leftover dressing will keep in the fridge for a few days.