Combine the orange juice and zest and olive oil in a bowl. Season, whisk and set aside until needed.
Cook the nectarines, cut-side down, on an oiled barbecue for 5 minutes, until nicely charred.
Arrange the lettuce leaves on a large plate. Lay the grilled nectarines, orange segments and burrata on top, followed by the fennel and walnuts. Drizzle over the dressing and serve any extra on the side.