Pre-heat the oven to 180°C/350°F and place the nuts on a baking tray.
Bake for 8 minutes (keep a close eye on them around this time as they can burn quickly) and remove from the oven. Chop the nuts coarsley (or use a food processor) and set aside.
Using a stand or hand mixer (or a bowl and wooden spoon) combine the softened cream cheese and feta. Add all remaining ingredients except for the nuts and combine.
Cut a large piece of baking paper and place on the bench. Tip the cheese mixture onto the baking paper and form it into a log shape. Roll it up in the baking paper, shaping as you go, tuck in the ends of the paper and place in the fridge for 3 hours (or longer) to set.
Once the cheese log has set, remove from the fridge. Spread the chopped nuts on a rimmed baking tray, carefully unwrap the log and roll it in the chopped nuts until it is completely coated.
Serve on a platter with crackers and toasted bread or wrap tightly in gladwrap and store in the fridge for up to a few days until needed.