Preheat oven to 425°. Toss onion, sweet and red potatoes, fennel, and bell pepper in a large bowl with 3 tbsp. oil and 1/2 tsp. each salt and pepper. Transfer vegetables to a rimmed baking sheet.
Roast vegetables until tender and golden, about 40 minutes, turning over halfway through baking time. About 10 minutes before they're done, sprinkle walnuts on baking sheet with vegetables and toast until golden.
Meanwhile, in a small bowl, whisk together 1 tbsp. oil, the vinegar, honey, and 1/2 tsp. each salt and pepper.
Toss greens in a large bowl with one-quarter of dressing; divide among plates. Let vegetables cool about 5 minutes, then transfer to the large bowl. Toss with walnuts and about two-thirds of remaining dressing; spoon over greens. Serve with remaining dressing on the side.