Bake pizza shells according to package directions, omitting fat.
While pizza shells bake, heat a small skillet over medium-high heat. Add walnuts; cook 3 minutes or until lightly browned, stirring constantly. Place walnuts, feta, milk, oregano, and 1/4 teaspoon pepper in a food processor; pulse to combine.
Combine arugula and remaining ingredients; toss to combine. Divide walnut mixture evenly among pizza shells; spread evenly. Divide arugula mixture evenly among shells.