Preheat the oven to 425°F.
Make the tzatziki: Combine all ingredients for the tzatziki in a small bowl. Stir to blend and adjust the salt as need. This will vary based on the amount of salt in your yogurt. Set aside.
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 lightly with lemon juice and one tablespoon of olive oil and set aside.
Pulse the walnuts, lemon zest, parsley, garlic, salt, pepper, and olive oil 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 (thick fillets) or 10 minutes for thin fillets.
Remove the fish and serve immediately with a side of vegetables and your favorite whole grain side dish. For a tartar sauce swap, add a side of tzatziki with a sprinkle of chopped walnuts.