In my first attempt I used the following proportions:
Walnut Oil Pebbles:Tapioca Maltodextrin at 100:24
Milk:Blue Cheese:Kappa Carrageenan at 100:20:1
There were two problems I needed to deal with. First, the walnut oil pebbles did not crisp in the pan, but would stick and lose outer layers of malto. Second, when coated with the blue cheese mixture, the malto balls would simply release the oil and melt away.
Ok, maybe I need to make the malto balls crispier by heating over higher heat. This seemed to form a protective shell around the balls. This worked a little better.
Still more playing needs to be done. I'd like a firmer set, so I may mix in iota carrageenan and/or locust bean gum. Also, I don't like handling the malto balls because they're quite fragile, so I think I'll try to crisp them in a hot oven next time.
The ratio in the end was this, which still needs to be tinkered with:
Walnut Oil:Tapioca Maltodextrin at 100:40
Milk:Blue Cheese:Carrageenan (Kappa:Iota):Locust Bean Gum at 100:10:1 (50:50):1
Tasting notes: the crispy exterior of the maltodextrin gave way to a creamy toasted walnut flavor. Of course this works well with blue cheese, which was only hinted at, but that should be able to be rectified in future iterations of this.