Heat oven to 375°F and toast walnuts until lightly browned. Cool.
In a small bowl, combine figs, remaining ¼ shallot (sliced) and 2 tablespoons red wine vinegar and let stand to soften while you prepare the rest of the salad.
Finely chop ¼ of a shallot and combine with mustard, honey and 2 tablespoons red wine vinegar in a small jar with a lid. Shake and set aside.
Toss fennel, celery, blue cheese, and toasted walnuts in a medium bowl. Just before serving, drain figs and shallots and add to bowl. Drizzle with vinaigrette, toss and serve.
This recipe can be made ahead of time. Make the vinaigrette the day before, cover and chill.Soak the figs and shallots up to 4 hours ahead, cover and let stand at room temperature.Slice the fennel and celery up to 4 hours ahead. Cover with a damp towel and refrigerate.