Combine all ingredients for the walnut tzatziki in a small bowl. Stir to blend. Set aside.
Fish
Preheat the oven to 425°F.
Using a clean towel, gently press to remove water and pat the fish dry (this is especially important if you’re using thawed fish which has more moisture). Drizzle fish fillets lightly with lemon juice and one tablespoon of olive oil and set aside.
Pulse the walnuts, lemon zest, parsley, garlic, salt, pepper, and remaining olive oil in a blender until it’s the consistency of coarse cornmeal. Firmly press the walnut mixture into the fish covering the top, sides, and bottom of each fillet.
Bake fish at 425°F for 15 minutes for thick fillets or 10 minutes for thin fillets.