1. Make the relish: preheat the oven to 350. Spread the walnuts on a baking sheet and bake until toasted 7 to 10 minutes. Let cool, then finely chop and transfer to a bowl. Add the cayenne, lemon juice, honey, roasted red pepper, walnut oil, olive oil and parsley. Add salt and black pepper to taste and toss to combine. (The relish can be made up to 1 day ahead; cover and refrigerate.)
2. Make the salmon: Raise the oven temperature to 425. Combine the remaining olive oil and parsley, the chives, lemon zest, salt and black pepper to taste in a bowl. Rub the herb mixture *all* over the salmon. Lay skin-side down in a baking dish and roast until just cooking through, 12 to 14 minutes (for 3 lbs). Let rest 5 minutes, then transfer to a platter and top with the relish.