Remove and discard the root ends from each head of frisee lettuce. Chop leaves into 1-inch pieces and transfer to a large salad spinner. Fill with cold water, swish well to remove any dirt and sand, then drain and spin until completely dry. Keep in the refrigerator until ready to use.

Whisk shallots, Dijon, salt, pepper, and sherry vinegar together in a large bowl until well combined. Add oil slowly, a little at a time, and continue whisking until dressing is thick and emulsified; set aside.

Place bacon in a cold pan over medium heat; cook until crisp, 8 to 10 minutes.

While the bacon is cooking, fill a pot with water. Add a pinch of salt and a dash of white vinegar and bring to a simmer.

Place 1/4 of the chilled frisee in a mixing bowl. Add 1/4 of the cooked bacon (don’t add too much bacon grease, but it’s okay to have a little) along with a generous helping of the vinaigrette. Toss with tongs until frisee is thoroughly coated. Transfer to a salad plate or shallow bowl. Repeat to prep the remaining three salads.

Drop eggs, one at a time, into the simmering water and let cook, without touching, for 20 to 30 seconds. Nudge them gently with a spoon to make sure they’re not stuck on the bottom and continue to cook until whites are set and yolks are runny, 2 to 3 minutes more. Lift each poached egg carefully with a slotted spoon, drain well, and place carefully on a salad, flipping so the yolk is facing down.

Sprinkle with cayenne, sea salt, and chives and serve.