Prepare Croutons: Heat the olive olive in a large skillet over medium heat until shimmering. Add the cubed sourdough bread and spread into a single layer. Season with salt and pepper, and continue to toast over medium heat (adjusting the heat as necessary), tossing every few minutes, until the croutons are golden brown on all sides, but still slightly soft in the center. Set aside to cool.
Prepare Dressing: In a medium bowl, whisk together the vinegar, orange juice, and Dijon mustard. Slowly pour in the olive oil, whisking continuously with your other hand, until emulsified. Season to taste with salt and pepper. Set aside.
Prepare Salad: Trim the ends of the baby gem lettuce heads, separate the leaves, and place in a large serving bowl. If you are using hearts of romaine, you can mimic the look of baby gem lettuce by discarding any bruised outer leaves and using just the top 3 to 4 inches of the romaine hearts (look for hearts of romaine that are tight and very fresh) – you can store the remaining lettuce for other salads. Add the sliced apple, pecans, feta, and sourdough croutons and toss the salad with dressing until lightly coated. Season to taste with salt and pepper. Serve.