Preheat the oven to 350°. Spread the walnuts on a small baking sheet and bake for 8 minutes, or until lightly toasted. Transfer to a plate to cool, then break the walnuts in half lengthwise.
Meanwhile, in a small skillet, toast the fennel seeds over moderately high heat until fragrant and golden, about 20 seconds. Transfer to a work surface and let cool, then finely chop.
Pour 1/2 inch of water into a large pot fitted with a large steamer basket and bring to a boil. Discard the tough ends from the asparagus and add the spears to the steamer; cover and steam over high heat until just tender, about 4 minutes. Transfer the asparagus to paper towels and pat dry. Let the asparagus cool to room temperature, then cut on the diagonal into 2-inch lengths.
Meanwhile, in a large bowl, whisk the olive oil with the vinegar, scallion, tarragon, mint and chopped fennel seeds. Season with salt and pepper.
Add the asparagus and walnuts to the bowl and toss with a rubber spatula. Add the goat cheese. Season with salt and pepper, transfer to plates and serve.
Wine Recommendation: To blend with the asparagus and complement the tangy goat cheese, go for a racy New Zealand Sauvignon Blanc, such as the 2002 Villa Maria Private Bin.