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Preheat oven to 350°. Toast walnuts on a rimmed baking sheet, tossing once, until golden brown, 8–10 minutes. Let cool; coarsely chop.
Meanwhile, whisk pickle brine, vinegar, mustard, honey, and red pepper flakes in a large bowl. Add onion and season with salt and pepper. Let sit to allow onion to soften slightly, at least 5 minutes and up to 15 minutes.
Add walnuts, pickles, fennel, dill, and Parmesan to dressing and toss to coat. Transfer salad to a large shallow bowl or platter and drizzle with oil. Serve with toast to sop up the dressing if desired.