Add kale to a medium bowl along with olive oil, lemon juice and salt and pepper to taste. Using your hands, gently massage the kale for about 60 seconds, helping it tenderize.
In a small pan, heat the walnuts over medium-low heat. Stir until toasted and slightly browned, about 2-3 minutes. You'll know they're toasted when you can smell them. Remove walnuts from pan and finely chop.
Add toasted, chopped walnuts to the bowl along with apple and feta. Toss well and add more salt and pepper to taste if needed.