Toss the bacon batons with cornstarch until lightly and evenly coated.
Heat oil in a deep pot to 350F, using a thermometer to confirm.
Fry the bacon in batches for 3-4 minutes until deeply golden-brown and crisp, holding the oil close to 350F.
Strain and reserve 3 tablespoons of the fat left in the pot.
Whisk the warm bacon fat with vinegar, mustard, and shallot until combined. Season with salt and pepper.
Arrange endive leaves on a platter, scatter with fried bacon, and drizzle with the warm vinaigrette. Serve immediately.