Place the raisins in the port wine and marinate them for 1/2 hour. Drain the raisins and gently pat them dry with paper towels.
Place the Stilton cheese in a food processor and blend it. Add the softened butter and blend it in. Add the heavy cream and blend it in until the mixture is very smooth. Remove the mixture from the food processor and place it in a bowl. Add the marinated raisins and mix them in well.
Preheat the oven to 350øF. Place the puff pastry circles on a greased sheet pan. Prick them with a fork. Place another baking sheet on top of the pastry. Bake them for 8 to 10 minutes, or until they are golden brown.
On each of 4 small plates place 1 circle of the puff pastry. In this order, place 3 tablespoons of the cheese mixture, one pastry round, 3 tablespoons of the cheese mixture, and one pastry round. Brush the top with the melted butter. Evenly sprinkle on the ground walnuts.
Place the stacked pastry in the refrigerator for 10 minutes so that they chill.
Heat the remaining whole walnuts in the oven for 1 minute and place them around the mille-feuilles.