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Preheat oven to 400 degrees F (200 degrees C). Rinse asparagus and snap off woody stem ends. Dry asparagus and arrange in a single layer in a shallow baking dish (a nonstick jelly-roll pan works well). Drizzle the olive oil over the asparagus and roll the spears to coat well. Sprinkle lightly with kosher salt. Roast in oven for 7 to 14 minutes depending on the thickness of the spears (thin spears will take much less time than thick ones). When done, asparagus should still be crisp. About 3 to 5 minutes before the asparagus are done, place chopped walnuts in a small pie tin and put into the oven alongside the asparagus. Watch so they don't burn! Remove asparagus and walnuts from the oven. Divide asparagus among four luncheon plates. While asparagus are still hot, sprinkle them with the gorgonzola and the roasted walnuts. Allow to cool slightly. Serve at room temperature for best flavor.