Can someone help me understand how this was done with the armature? I'm trying to replicate the walk animation in the save file I've uploaded, and I've noticed that none of the deform (red) or helper (blue) bones have been keyframed, only the controller (green) bones. However, when I try to do it this way, I can't. Not without keyframing the blue helper bones. For example: I set my keyframes for the fingers at the start (frame 0) to frame 8, and then move the fingers using the helper bones from 8 to 16. When I keyframe them though, the fingers stay in that position, even if I scrub back to the start.

Does anyone know how the animator could have got that to work without keyframing the helper bones?

Thanks
I try to understand your problem. If you're talking about, let say, the left index finger controller, you can see on the N panel that its location and the X and Z scales are locked: Actually he uses both Y SCALE and ROTATION to make the finger bend, so its movement completely depend on these constraints. If you want this finger to do something else you need to free it from these constraints on the particular frame, or all along the timeline. I personally find it a bit complicated but maybe he has good reasons to rig this way.