Preheat your oven to 400°F (200°C). Toss the sweet potato cubes with olive oil, smoked paprika (if using), salt, and pepper. Spread them out on a baking sheet in a single layer and roast for 25-30 minutes, flipping halfway, until they are tender and slightly caramelized. Let them cool slightly.
While the sweet potatoes are roasting, toast the walnuts. Place them in a dry skillet over medium heat and stir frequently for 3-5 minutes, until fragrant and lightly browned. Remove from heat and let cool.
In a small bowl, whisk together the 1/4 cup olive oil, lemon juice, honey, Dijon mustard, and a pinch of salt and pepper. Taste and adjust the seasoning as needed.
In a large bowl, combine the arugula, roasted sweet potatoes, and toasted walnuts. Drizzle with the dressing and toss gently to coat.
Sprinkle the crumbled feta over the top of the salad. Serve immediately.