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Start by making the brittle. Brush the oil over a baking tray, then tip the sugar into a frying pan. Put the pan over a medium-high heat to melt the sugar, swirling the pan occasionally to ensure it melts evenly – but don’t stir or it will crystallise. When it starts to look like golden syrup, add the walnuts, caraway seeds and fennel seeds. Stir briefly to coat the walnuts in the molten sugar, then swiftly and very carefully pour it onto the greased tray. Leave to cool for 10 mins, then chop into small pieces.
In a bowl, beat together the cheeses with a wooden spoon until smooth. Transfer to a disposable piping bag and keep in a cool place until needed.
Remove the outer leaves from the chicory heads. Carefully pick off the remaining leaves until you have 20-25 nice ones (keep the core to make the syrup, for the Chicory Collins cocktails, if you like).
Put 6-8 of the chicory leaves, curved-side up, in a large, non-stick frying pan over a high heat. Let them sit for 1-2 mins or until the very edges start to char. Take them out of the pan with tongs and leave to cool on a large platter, curvedside down. Repeat until all the chicory leaves have been toasted.
Toast the butternut squash, a small handful at a time, in the same non-stick pan. Cook for 2-3 mins or until the squash feels drier and is just starting to turn dark brown at the very edges. Transfer to a plate and repeat until all the butternut squash has been cooked.
To assemble the canapés, snip the end off the piping bag to create a round nozzle, then pipe a small blob of the cheese mixture into each chicory cup. Add a generous pinch of the butternut squash, and top with one or two pieces of pickled walnut. Pipe another blob of the cheese mixture onto each one, and scatter over the pieces of brittle. Finally, scatter over the green chillies and serve.