Your question reminds me of an interesting contrast between Thoreau and Emerson, both major Transcendentalists. Emerson sat by the fire, thinking and writing about Transcendental philosophy, while Thoreau lived in a drafty cabin and cut through the ice on Walden Pond in winter to observe that heaven is below as well as above us. Emerson was a thinker; Thoreau was a thinker and a doer. He lived his philosophies.
In writing about Thoreau as a Transcendental hero, review the philosophical beliefs he outlined in Walden and then establish the numerous ways he put them into practice. Surely choosing personal deprivation in the pursuit of truth is heroic. As a Harvard graduate, Thoreau could have pursued a comfortable life, teaching and intellectualizing about philosophical matters. Instead he built his small cabin with his own hands and lived a solitary life on Walden Pond throughout the seasons. He believed intellectually, for instance, that truth is revealed through nature; at Walden he lived in nature and personally observed those truths. In consulting secondary sources on Thoreau, you will find other instances of his putting his beliefs into practice. Most famous is his going to jail in an act of civil disobedience to protest slavery.