Trim the celery top and bottom, then cut the stalks into lengths that will resemble little canoes or, in Italian parlance, "boats". I like my boats about 5cm/2 inches long, but the exact length is up to you.
In a bowl, mix the gorgonzola and mascarpone until you get a smooth, homogenous paste. If using, add the pepper and chives and fold them well into the mixture. (Some recipes call for salt, too, but I find it unnecessary.)
Fill the insides of your celery boats with the cheese mixture. Top each boat with one or more pieces of the walnuts. Arrange on a serving plate. If you like, sprinkle with more walnuts, chives and/or black pepper.
If making ahead, refrigerate your celery boats until about 30 minutes before you're ready to serve.