Preheat oven to 350 degrees F (175 degrees C). Spread walnuts on a baking sheet.
Toast walnuts in the preheated oven until golden brown and fragrant, about 5 minutes.
Slice top and bottom off 1 orange and set on a flat work surface. Cut downwards from the top, following the curve of the fruit, to remove all of the skin and pith. Repeat with remaining orange and grapefruit.
Holding 1 orange over a bowl to catch juice, cut both sides of each segment away from the connective membrane and transfer to a separate bowl. Squeeze extra juice from the membranes into the bowl. Repeat with remaining orange and grapefruit.
Mix toasted walnuts, salad greens, and feta cheese into the bowl of orange and grapefruit segments.
Pour orange and grapefruit juice into a glass measuring cup. Add enough pomegranate juice to reach 1/3 cup. Whisk in 1 teaspoon orange zest, sugar, parsley, and salt. Whisk in oil until dressing is thick.