Preheat oven to 350 degrees. Place tomatoes on a rimmed baking sheet. Add 2 tablespoons oil, 1 tablespoon vinegar, 1/2 teaspoon salt, 1/4 teaspoon pepper, and the rosemary, and toss. Roast until tomatoes are soft and beginning to collapse, 20 to 25 minutes. Transfer all but 4 tomatoes to a small bowl. With the back of a spoon, gently crush remaining 4 tomatoes on baking sheet. Separate skins from pulp, and discard skins and rosemary.
Scrape tomato pulp and liquid into a bowl. Add remaining 2 tablespoons vinegar. Add remaining 1/4 cup oil in a slow, steady stream, whisking until emulsified. Season with salt and pepper.
Combine lettuce, endive, and walnuts in a large bowl. Toss with 1/4 cup of the tomato vinaigrette. Top with reserved tomatoes and cheese. Drizzle with remaining dressing. Serve immediately.