This code loops through sessions that are set as a workshop, groups them by workshop round, orders them by title and lists the related speaker for a session

talks.html

{% set allWorkshops = craft.entries.section('session').sessionType('Workshop').order('sessionRound','title') %}
    {% set allWorkshopsByRound = allWorkshops|group('sessionRound') %}

    {% for round, workshopsInRound in allWorkshopsByRound %}

    <h3 class="round">Round {{ round }}</h3>


        {% for entry in workshopsInRound %}
        {% set speaker = entry.sessionSpeaker.first() %}
        <div class="talk">
        <h4>{% for speaker in entry.sessionSpeaker %}{{ speaker.speakerFirstName }} {{ speaker.title }}{% if not loop.last %}, {% endif %}{% endfor %} | {{ entry.title }}</h4>

        {{ entry.sessionOverview }}
        </div>
        <!-- // .talk -->
        {% endfor %}

    {% endfor %}
    </div>

Looks good to me. What is bothering you ?

• Would simplify it a bit by beeing explicit about the group filter
• Would explicitly set asc, desc for order
• Would check there is actually a speaker using the length filter

{% set allWorkshops = craft.entries.section('session').sessionType('Workshop').order('sessionRound asc', 'title desc') %}

{% for round, workshopsInRound in allWorkshops|group('sessionRound') %}

    <h3 class="round">Round {{ round }}</h3>

    {% for entry in workshopsInRound %}
        {% set speaker = entry.sessionSpeaker.first() %}
        <div class="talk">
            <h4>{% if speaker|length %}{{ speaker.speakerFirstName }} {{ speaker.title }} | {% endif %}{{ entry.title }}</h4>
            {{ entry.sessionOverview }}
        </div>
    {% endfor %}

{% endfor %}