Combine the shallot, mustard, vinegar, oil, and salt and pepper in a jar and, with an immersion blender, pulse until the shallot is chopped and the vinaigrette is emulsified. Season, to taste, with salt and pepper.
Break the lettuce leaves off the heads, put them in a large bowl or on a platter, and dress them whole with the vinaigrette. Top with the toasted pine nuts and crumbled blue cheese.
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