Combine walnuts, butter, and sugar in a small saucepan. Cook over medium heat until the sugar has dissolved and the walnuts have been well coated. Stir constantly. Transfer onto a plate and allow to cool.
Whisk mayonnaise, lemon juice, and zest until well combined and creamy. Season with salt and pepper.
Combine red and green apples, celery, grapes, and walnuts in a large bowl. Add the dressing and toss until well combined. Serve on a bed of lettuce.