Make walnuts: Whisk sugar, olive oil, 2 Tbsp. water, salt, cinnamon and cumin in a large skillet. Add walnuts and toss to coat. Cook over medium-low heat, stirring constantly, until nuts are crisp and slightly glazed, about 2 minutes.
Make salad: Whisk olive oil, vinegar, orange zest and juice in a large bowl. Season with salt and pepper. Tear lettuce into large pieces and pile on top. Add celery and apple; toss. Top with walnuts and serve.