Preheat oven to 425 degrees F. Place broccolini on a rimmed baking sheet and drizzle with olive oil. Season with cayenne and salt and pepper to taste and toss to combine. Transfer to oven and roast until golden and crispy, about 20 minutes. Remove broccolini to a plate.
Reduce heat to 350 degrees F. On the same baking sheet, toss pepitas with remaining 1 tablespoon olive oil. Season with salt and pepper and transfer to oven. Roast until toasted and lightly golden, about 8 minutes.
Meanwhile, place lentils in a pot and cover with water. Add one teaspoon salt and bring to a boil over high heat. Reduce to a simmer, cover and cook, stirring occasionally, until lentils are tender but still al dente, about 20 minutes. Drain.
Divide lentils and broccolini between two serving bowls.
In another bowl, combine romaine, arugula, grated beets and carrots, cucumbers and walnuts. Toss with enough vinaigrette to coat and season with salt and pepper. Divide between bowls and top with avocado and roasted pepitas. Alternatively, for a more stylized presentation, place ingredients into bowl in sections and dress directly in the bowl.
For the Balsamic Vinaigrette:
Combine olive oil, balsamic vinegar and dijon mustard in a small bowl. Whisk until emulsified. Season generously with salt and pepper. Leftovers can be stored in refrigerator for up to two weeks.