Preheat the oven to 220°C/fan 200°C/gas 7. Place the flour, bicarbonate of soda and salt in a large bowl. Add the butter, then using your fingertips, rub into the flour. Stir in the buttermilk, cheese and walnuts and very lightly knead to make a soft dough.
Roll out into a large sausage, then cut into 8 rough rounds. Transfer to a non-stick baking sheet, dust with flour and bake for 15–20 minutes, until risen and golden brown. Serve warm with the soup.