Set a steamer basket over 1/2 inch of water in a medium saucepan. Cover and bring the water to a boil. Add the cauliflower, cover and steam over moderately high heat until crisp-tender, about 1 minute. Transfer the cauliflower to a plate and pat dry.
In a large saucepan, heat 2 inches of vegetable oil to 400°. Line a large rimmed baking sheet with paper towels. In a large bowl, whisk the flour with 1 teaspoon of salt. Add the club soda and sparkling wine and whisk until the batter is smooth. In a medium stainless steel bowl, beat the egg white until firm peaks form. Fold the egg white into the batter.
Working in batches, dip the cauliflower, zucchini, mushrooms and apple in the batter, letting any excess batter drip back into the bowl; add to the hot oil and fry, turning once, until golden brown, about 2 minutes per batch. Using a slotted spoon, transfer the fritto misto to the paper towels and season with salt. Serve right away.