I've been very happy with Crank Bros Eggbeater 3 pedals and
PI X-Alp 'gravel shoes' (new this year) IMHO - the gravel marketing on these shoes is pure marketing, but also they are better than typical road or MTB shoes for riding gravel. (edit/adding) These shoes are good for walking (I'll wear them for some bike errand/shopping trips), the cleat is recessed and doesn't click while walking. Also look for commuter clipless shoes, there are a good number clipless shoes that are better for walking.
For me, clipless pedals are key to gravel, you get into so many rough patches (washboard for example), keeping my feet connected the the pedals make bike-control so much easier. Eggbeaters are great at allowing you to engage the cleats in the messiest conditions (only time I've had minor issues is in slushy wet snow - not many people are nutty enough to go out in those conditions).
When I say 'messiest' ... I really mean it!
2018 The Filthy 50:
photo credit
Markman Outdoor Photography