Found this online. I would think you could use walleye instead of whitefish.
BAKED ASIAGO-ENCRUSTED MICHIGAN WHITEFISH with LEMON-CAPER SAUCE
~ Perfectly cooked whitefish … beautifully browned outside & moist and tender inside
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2 lbs. Michigan whitefish or walleye fillets
1/2 cup light oil
1 tsp. salt
2 minced cloves garlic
1 cup freshly grated Asiago cheese (or Parmesan)
1 cup Panko crumbs
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8 Tbsp. unsalted butter
1 Tbsp. chopped shallots
4 Tbsp. chopped fresh parsley
8 Tbsp. drained and rinsed capers
juice and zest of 1 lemon
sea salt & freshly ground pepper to taste
Preheat oven to 500-degrees.
Marinate fish in oil, salt and garlic in a glass dish for 20 minutes.
Line a baking sheet with foil.
Meanwhile, prepare sauce by combining butter, shallots, parsley, capers and lemon juice and zest in a saucepan. Cook over medium high heat until butter has melted. Keep warm to pour over baked fish.
Remove fish from marinade and roll first in cheese and then panko crumbs. Place on prepared baking sheet. Bake 12 minutes or until fish just begins to flake. Serve with Lemon-Caper Sauce. (serves 4-6)