Split the endives in half lengthwise. Season with salt and pepper and brush them with oil.
Wrap them in aluminium foil and bake for 15 minutes at 180ºC. When done, set aside. In a pan, sauté the apple, chopped into cubes, with a drop of oil.
Pull apart the leaves off the baked endive and on each large leaf place a dollop of cream cheese, the smoked salmon and the baked apple.
Roll up the endive and pinch with a short skewer to close it.
Fill the bottom of the dish with the mustard sauce and place the stuffed endives on top. Garnish with a piece of baked apple.