Panko -- extra-crispy Japanese bread crumbs -- give the crusts of these savory small cheesecakes a pleasingly crunchy texture. Grind walnuts in a food processor or blender until they're as fine as cornmeal.
Preheat oven to 350 degrees F. Line twenty-four 1 3/4-inch muffin cups with paper bake cups; set aside. In a small bowl, combine panko, walnuts, and dried basil. Stir in melted butter. Spoon 1 slightly rounded teaspoon of the panko mixture onto the bottom of each muffin cup. Press into bottoms using the rounded side of a measuring teaspoon; set aside.
In a medium bowl, beat cream cheese with an electric mixer on medium speed until light and fluffy. Add feta cheese and egg; beat until combined. Stir in sour cream. Spoon about 1 tablespoon of the filling into each muffin cup.
Bake for 12 to 15 minutes or until filling is set. Cool in pan on a wire rack for 10 minutes. Carefully remove from muffin cups. Top with olives and fresh oregano. Serve warm.