1. Heat the oven to 300 degrees. Line a rimmed baking sheet with parchment paper.
2. In a medium bowl, combine the neufchatel and goat cheeses and 4 tablespoons of the butter. Use a rubber spatula to mix until well combined. Mix in the cheddar, garlic and horseradish. Cover and refrigerate for 1 hour.
3. While the mixture chills, melt the remaining 2 tablespoons of butter. In a small bowl, combine the butter and walnut halves, toss to coat evenly. Sprinkle in the salt and cumin, then toss again.
4. Spread the walnuts over the prepared baking sheet and toast for 7 to 10 minutes, or until lightly browned and aromatic. Remove the nuts from the oven and transfer to a plate to cool.
5. When the nuts are cool, use a knife to finely chop them. The pieces should be small but not pulverized.
6. In a wide, shallow bowl or baking pan, mix together the chopped walnuts and parsley.
7. Once the cheese has chilled, put on latex gloves and use a measuring spoon or scoop to form 1-tablespoon balls. Gently roll the balls between your hands to smooth, then roll each through the nut and parsley mixture. Arrange on a serving platter.
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