Preheat oven to 180C or 160C fan-forced. Spread walnuts on an oven tray. Cook for 5 mins, or until lightly toasted. Cool and roughly chop.
Combine oil, lemon juice and mustard in a small screwtop jar. Shake to combine. Season to taste.
Combine rocket and onion in a serving dish. Drizzle with a little dressing, and toss to combine. Top with avocado, and drizzle with remaining dressing. Scatter over walnuts.