Preheat oven to 350 degrees.
Coat baking sheet with cooking spray. Combine walnuts and 1 tablespoon honey, spread on a baking sheet. Bake for 10 minutes, stirring after 5 minutes.
Combine 1 tablespoon honey, vinegar, and orange juice in a small saucepan. Bring to a boil and cook until reduced to approximately 3 tablespoons (about 5 minutes).
Arrange radicchio leaves on a platter. Fill each with a few arugula leaves. Add a spoonful of orange pieces. Top each with 1 teaspoon of goat cheese and 1 teaspoon walnuts. Drizzle with vinegar mixture. Sprinkle with chopped onions and black pepper.