Preheat your oven to 400 F. Slice the Zucchini and onion and add them to a baking sheet lined with baking paper. Drizzle with 1 tbsp of olive oil and season with salt and pepper. Bake them for 10-15 minutes or until charred around the edges.
Slice the mushrooms, crush the garlic, and chop the basil leaves. In a saucepan over high heat, drizzle 2 tbsp of olive oil, then add the sliced mushrooms and cook for 3 minutes without stirring to get golden edges. Drop the heat to medium, then add the minced garlic and chopped basil leaves and stir for 1 minute until fragrant.
Add the roasted vegetables, water, and coconut milk to the saucepan and bring to a simmer. Cook for 10 minutes until the vegetables are soft. Add the lemon juice, red pepper flakes, salt, and pepper.
Using a hand blender, puree the vegetables into a silky smooth soup. Taste and adjust the seasoning. Turn off the heat.
Divide the soup into two bowls. Garnish with red pepper flakes, a drizzle of coconut milk, and crushed walnuts. Serve immediately.