Pre-heat olive oil in a heavy bottom, non-stick skillet over medium- high heat.
Trim, wash and dry the asparagus. To know where to cut the stems hold a stem vertically and bend the cut end until it snaps off, then line all the asparagus together and cut the stems where the snap occurred. Then arrange them in the skillet, tossing to coat evenly in the oil. Season with salt and pepper, to taste.
Saute for about 3 to 5 minutes.
Remove from pan and immediately sprinkle with blue cheese and top with walnuts. Serve immediately.