Combine shallot, garlic, lemon juice, and vinegar. Set aside for a few minutes. Slowly whisk in olive oil. Taste. If it's too acidic, add more oil. If it's too oily, add more vinegar or lemon juice. Set aside.
Preheat your boiler. Fill each date with goat cheese (no need to be careful -- the cheese can be spilling out). Place dates in a cast iron pan or baking dish. Splash with olive oil and thick balsamic. Broil until dates are just warmed through and the cheese is starting to brown. Watch carefully. Don't let them burn. This should take about 4 minutes. Cool for a few minutes while you slice the citrus.
With a serrated knife, carefully cut off the skin and the pith off of the oranges and the tangerine. Slice them both longitudinally. Spread slices out on plate, overlapping a bit. With a spoon, splash the citrus with your reserved dressing (make sure to scoop up some of the vinegary shallots). Sprinkle with salt. Nestle in the warm dates. Garnish with almonds, lemon zest, and parsley leaves. Eat with a baguette. You will have some dressing left over for the next day's salad.