Bring the water and sugar to the boil in a pan, reduce to a syrupy consistency. Add the walnuts and fennel seeds, reduce over a medium heat, stirring constantly until the sugar is dry and sticks to the walnuts, transfer to a sheet of baking paper, leave to cool.
Whisk together the mustard, balsamic and oil, season.
Plate up the beetroot and oranges. Tear the burrata over the top, season. Drizzle with the dressing, top with the nuts.