Preheat the oven to 400 degrees Fahrenheit.
Add the basil, pine nuts, lemon zest, parmesan, garlic and salt to a food processor. Blend to combine.
Add the lemon juice and olive oil to the food processor and blend to combine.
Arrange the cod fillets across a shallow baking tray and coat the top of each with the pesto.
Crush the walnuts and sprinkle over the top of the pesto coated cod.
Transfer to the oven to bake for 12-15 minutes or until the fish is cooked through and the walnuts are golden.
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