Cut the baguette into 1/4 inch (6 millimeter) thick slices. Arrange on a baking sheet in a single layer.
Bake the baguette slices in the preheated oven until toasted, about 5 minutes per side.
Transfer the baguette slices to a serving board and place the walnut pieces in a single layer on the baking sheet. Bake until toasted and fragrant, about 8 minutes.
Top each baguette slice with 3-4 quarter slices of the salami.
Cover with a slice of the Pecorino Romano, then the walnut pieces and a couple pieces of arugula.