Toast the walnuts in a single layer in a large skillet (no oil) on medium heat. Stir often, toasting for 7-8 minutes or until fragrant and lightly brown. Be careful not to burn. This can happen easily. Remove from the heat and place on a plate to stop cooking. Coarsely chop and set aside.
Shred the Brussels sprouts using the shredding blade in a food processor or slice thinly with a knife.
Place the shredded sprouts in a large bowl and combine with the onions, cherries, toasted walnuts, lemon zest, and dressing. Toss well to combine.
Crumble or dice the feta cheese. Sprinkle on the salad and serve.