Halve the grape fruit into two equal bowl shaped pieces. Two grapefruits will make four shells. Use a knife to cut around the flesh, separating it from the white skin. Scoop out the flesh using the knife and do it neatly without leaving any remains. Put the shells in a plastic bag and store in the refrigerator while you prepare the salad.
Cut the flesh into parts, discarding any membranes and seeds. Slice up the banana and add it to the grape fruit in a bowl. Pour half of the orange juice over them. Core the apple and then dice it. Add it to the bowl. Sprinkle the remaining orange juice over the fruits in the bowl.
Add the pineapple pieces to the bowl and mix everything gently without making a mesh. Cover with cling film if you plan to serve later.
Just before you plan to serve, take out the grapefruit shells. Divide the salad among them and use a spoon to fill them. Top with mayonnaise and sprinkle the walnuts over them. Arrange on a platter and serve.