Step 1Heat the oven to 325 degrees. Place the salmon in a shallow baking dish that fits it with at least 1 inch around all sides. Rub the fillet on the top and bottom with some olive oil then season with salt and pepper.
Step 2Bake until the salmon is opaque on the outside and an instant-read thermometer inserted into the thickest part of the fillet reads 120 degrees for medium doneness, 30 to 45 minutes depending on the thickness of the fillet (if you want your salmon just cooked through, take it to 130 degrees).
Step 3Meanwhile, toast the fennel and cumin seeds in a small skillet over medium heat until fragrant. Transfer to a mortar and crush to a rough powder (or crush the seeds with a heavy skillet on your cutting board). Using a microplane, finely grate the zest from the lemon into a bowl then halve and juice the lemon into the bowl. Stir in the crushed spices, 2 tablespoons olive oil, the dill and walnuts. Season the salsa verde with salt and pepper.
Step 4Remove the pan from the oven and scatter the salsa verde all over the top of the salmon. Let the fillet rest for 5 minutes then serve family-style, straight from the baking dish with the side of your choice.