Looking around I just had another idea. I found these "SPD Road Cleats".
http://www.wiggle.co.uk/p/cycle/7/Sh...00000887/#more

They look like a normal SPD cleat but with little rubber bits attached, rather like the same idea the SPD-SL cleats have. It seems like a pretty good idea if you are using Road shoes with Road bike and SPD (MTB) pedals and still want to walk at least a little.

Has anyone used these or can comment on them?