Preheat the oven at 180 degrees Celsius.
Mix the flour, baking powder, salt, and eggs in a bowl.
Heat up the milk and the oil in a casserole.
Add the liquid to the flour mixture bit by bit and mix well.
Add the grated cheese to the batter and stir.
Cut the blue cheese in bites and mix in the batter.
Crush gently the nuts and mix well the batter.
Pour the batter in a long baking form.
Place in the middle of the oven for 40 minutes.
Take out the cake and let it cool down before serving it.