PREHEAT oven to broil or an outdoor grill to medium-high heat.
To make the lamb:
Rub the lamb shoulder pieces with oil and sprinkle with salt and pepper to taste.
Broil or grill for 4 to 5 minutes per side for medium rare, or until desired doneness.
Let cool for 5 minutes and, if serving immediately, slice into thin, 2-inch-long (5-cm) pieces.
If making in advance, wait to slice the lamb until after reheating. The lamb may be roasted 2 days in advance; cover and store in the fridge.
To make the salad dressing:
In a small bowl, whisk the mayonnaise, white horseradish, sugar, and wine until well combined.
Add salt and pepper to taste.
The dressing may be made 2 days in advance; cover and store in the fridge.
To assemble the salad:
Place the romaine pieces in a large bowl.
Add the celery and parsley and toss to combine.
Sprinkle the walnuts and apples on top and arrange the egg quarters around the perimeter of the bowl.
Scatter the lamb pieces on top.
To serve, scoop some of everything onto each plate and drizzle with the dressing.