Preheat oven to 425 degrees F. Line two baking sheets with parchment paper.
Shred half of the Brussels sprouts and set aside. Trim the ends of the remaining sprouts and cut in half. Toss with olive oil, salt, and pepper and spread in an even layer on one of the baking sheets. Roast for 20-25 minutes or until charred and tender.
Lay prosciutto on the other baking sheet in an even layer. Bake for 8-10 minutes or until lightly browned and crispy. Remove from the oven and let cool completely. Break prosciutto into small pieces.
Meanwhile, make the candied pecans. Combine brown sugar and water in a saute pan over medium heat. Bring to a boil, and add pecans, stirring to combine. Continue to cook for 3-4 minutes or until all of the liquid has evaporated and the nuts are toasted, stirring frequently. Remove from heat and spread candied pecans on parchment paper. Let cool completely.
Combine all the ingredients for the dressing in a mason jar including olive oil, lemon juice, mustard, honey, and finely chopped shallot. Put the lid on the jar and shake the dressing vigourously until it is well combined. Season dressing with salt and pepper and set aside.
Assemble salad. Add kale and shaved Brussels sprouts in a large bowl. Drizzle with a couple tablespoons of the dressing, tossing to coat. Add roasted Brussels sprouts, crispy prosciutto, sliced apple, candied pecans, and shaved pecorino. Drizzle additional dressing and serve.
Notes
The candied pecans and vinaigrette can be prepared up to 3 days in advance.