Preheat oven to 400 degrees. Toss apples with onions, 3/4 teaspoon oil, and 1/4 teaspoon salt; spread onto a rimmed baking sheet. Toss squash with 3/4 teaspoon oil, 1/2 teaspoon salt, and 1/4 teaspoon pepper; spread onto a separate rimmed baking sheet. Roast apple-onion mixture, tossing halfway through, until apples are tender and lightly browned and onions are just starting to crisp, 25 to 30 minutes. Meanwhile, roast squash, tossing halfway through, until tender and browned, 40 to 45 minutes.
Toss watercress with remaining 1 1/2 teaspoons oil and the vinegar; season with 1/4 teaspoon salt and 1/4 teaspoon pepper. Transfer salad to a serving platter, and top with apple-onion mixture, squash, and walnuts.