Thread figs and blue cheese onto skewers, beginning and ending with a fig.
Set aside to braai.
Put sugar into a large frying pan and allow to melt over medium heat. When sugar is an amber colour, add nuts and pour out onto a greased baking sheet. Spread out thinly and allow to cool.
Place skewers over warm coals and cook until figs are warm and cheese is slightly melted. Remove from heat and place onto a platter. Sprinkle over candied walnuts and serve immediately.