Preheat oven to 350°F. Place walnuts on a small baking sheet and bake for 5 minutes to toast.
Place 2 tablespoons oil, lemon juice, parsley, salt, pepper and garlic in a large resealable bag. Place steak on a board and cut down the center without cutting all the way through. Cut horizontally in both directions without cutting all the way through. Pull out both sides to make 1 long flat piece. Place in bag and marinate for at least 30 minutes or refrigerate and marinate longer for additional flavor.
While steak is marinating, cook bacon in a large skillet until crisp. Remove from skillet and drain on paper towels. Add mushrooms to skillet and saute for 2 to 3 minutes. Add kale and cook for 2 minutes more.
Remove steak from marinade and lay flat on a board. Sprinkle feta onto the surface. Top with walnuts, bacon, kale and mushrooms and press firmly onto the steak. Starting at the short end, roll up tightly and secure in several places with kitchen twine.
Heat remaining oil in a large skillet over medium-high heat. Add rolled steak and brown each side for 2 minutes. Place on a baking sheet and cook for 45 minutes.
Let rest for 5 minutes, then remove twine and slice into 6 pieces.
