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Preheat oven to 300 degrees. Line a 9-inch loaf pan with plastic wrap, leaving a generous overlap.
Toast the pecans: Spread the pecans on a pie pan and lightly toast in oven for 10 minutes, then allow to cool.
Make the terrine: Combine the cheese and pecans in a large bowl and pack the mixture firmly into the loaf pan. Fold the overlapping plastic wrap over to cover completely and refrigerate overnight or up to 3 days.
Make the jam: Combine the apples, sugar, honey and lemon juice in a saucepan and cook over medium-high heat until the apples are syrupy, about 5 minutes. Lower the heat to medium and continue cooking for another 10 minutes, stirring often, until the apples are completely soft and caramelized. Remove from heat and mash the apples into jam with the back of a fork. Let cool.
Prepare the dish: Unmold the terrine and cut it into 12 (1/2 -inch) slices. Gently separate the frisée leaves and put them in a small bowl. Add the shallot, olive oil and salt and toss to mix. For each serving, center a slice of terrine on a dinner plate and place a small mount of salad and a dollop of apple jam next to it.