I've baked halibut topping it with Parmesan/toasted panko crumbs served with a lemon/thyme buerre blanc sauce. Not walleye but could be. Or anything else for that matter. The buerre blanc is a butter sauce seasoned with a flavored white wine reduction. Flavors are generally an acid and something else generally herbal. Once the wine reduction is complete butter is added a pat at a time and gently heated until it melts. The skill is in keeping the butter just melted and not separated. Deliciously decadent...
My favorite walleye recipe is an adaptation from one in an old In-Fisherman mag. Lightly dusted with seasoned flour, pan fried in bacon grease (what else) served with a garnish of crispy fried fresh sage leaves and toasted hazel nuts. And a nice winter squash with salt, pepper, butter and thyme. I know, fried sage sounds strange especially with fish but trust me, unless you just hate sage, it's killer.
Just reviewed the original recipe and see it originally called for the walleye to be baked. Very simple, a little salt, pepper and butter. I just got started frying because, well, who doesn't like fried fish?