Make the dressing by whisking together the sherry vinegar, Dijon mustard, shallot, garlic, olive oil, salt and pepper in a small bowl. Adjust seasoning to taste. This can be done in advance.
Trim the endive leaves and scatter on a platter. Arrange the beets on top of the endive. Break apart the burrata cheese and drop in mounds over the vegetables. Whisk the dressing and drizzle by the spoonful on top, using as little or as much as you desire. Top with candied pecans and chives and serve.