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First make the dressing. Combine the mustard and vinegar in a bowl and add a pinch each of salt and pepper. Whisk in the olive oil, followed by the hazelnut oil to emulsify, then set aside.
Preheat the oven to 375F (convection oven to 350F). Place the nuts on a baking sheet and roast in the middle of the oven for 2 to 4 minutes to warm and release their flavor. Place in a clean cloth and rub gently to remove the skins, then roughly chop the nuts.
For the salad, wash the watercress and gently pat dry. Peel the grapefruit, removing all the pith and seeds, then cut out the segments over a large bowl to catch the juice as well as the segments. Halve, pit, and peel the avocado, then cut into slices, similar in size to the grapefruit. Add to the grapefruit with the watercress and toss gently with your fingers to mix.
If the dressing has separated on standing, give it a whisk, then drizzle half of it over the salad and toss lightly, so you don’t break up the avocado or grapefruit. Taste and adjust the seasoning.
Arrange the salad on plates, interleaving the prosciutto slices and romano with the watercress, grapefruit, and avocado. Sprinkle with the minced parsley and drizzle over the remaining dressing. Finally, scatter over the hazelnuts and serve.