I have tried it once, fried. It was delicious and tender. You can also try to marinate and broil it too. look for delicious toppings to compliment it but not overpower the taste.
Walleye fillets
1 egg
1/4 c. water
Cracker crumbs, crushed fine (or cornmeal)
Salt and pepper
Beat egg and water together. Dip fillets in egg and water mixture. Roll in cracker crumbs or cornmeal. Deep fry. Salt and pepper as soon as fillets are done.