Step 1Toss the walnuts with one-fourth teaspoon salt and 1 1/2 teaspoons olive oil in a small bowl. Spread the nuts on a sheet pan and toast in a 350-degree oven for 10 minutes. Set aside.
Step 2In a medium bowl, whisk together the shallots, thyme, rosemary, vinegar and 6 tablespoons olive oil. Season with one-half teaspoon salt and a grind of black pepper, or to taste. This makes a scant two-thirds cup vinaigrette.
Step 3Halve the figs lengthwise. Remove any wilted outer leaves from the radicchio and slice it lengthwise into eight wedges. Trim the top off the fennel, and slice it crosswise into half-inch strips, discarding the core.
Step 4Brush the radicchio wedges with a little of the vinaigrette and place them on an oiled grill heated over medium-high heat. Grill the wedges for about 2 minutes on each side, until slightly wilted with defined grill marks. Remove and reserve in a warm place. Do the same with the fennel.
Step 5For the figs, brush the cut side with the vinaigrette and place the halves on the grill, cut-side down. After about 30 seconds, rotate slightly and cook for another 30 seconds.
Step 6Divide the radicchio, fennel and figs evenly among four plates. Crumble the goat cheese evenly over the salads, and scatter the toasted walnuts over each serving. Drizzle 1 teaspoon of the remaining vinaigrette over each salad. Serve immediately.