In a medium saucepan over medium high-heat, combine cream, milk, sugar cocoa powder and salt. Whisk mixture until it starts to simmer. Remove from heat and whisk in peanut butter until well combined. Add vanilla extract. Transfer to the refrigerator until completely chilled.
When chilled, freeze the mixture according to the manufacturer’s instruction. 5 minutes after churning, add chocolate. Add walnuts at the end.