With a handheld or standing mixer, cream together cream cheese, blue cheese, Worcestershire sauce, and salt until well combined. Fold in walnuts and cranberries. The blue cheese and walnut spread can be made at least 24 hours in advance. Allow to come to room temperature before making the sandwiches (it will become too firm in the refrigerator to spread).
Scoop blue cheese and walnut spread onto slice of bread. Top with another slice of bread. Cut off crusts, then cut sandwich into desired shape (rectangles, triangles, or rounds).
Quantity of sandwiches will vary according to shape of sandwiches.