Preheat the oven to 400℉ and lightly grease a rimmed baking sheet or baking dish that is large enough to fit the salmon in an even layer. Or line with parchment for easy removal and cleanup.
Mix the tomatoes and 2 tablespoons pesto. You may do this right on the baking sheet/dish or use a bowl and then transfer, if preferred.
Roast the tomatoes for 10 minutes.
Meanwhile, set out the salmon and pat dry.
After 10 minutes, remove the tomatoes from the oven, and move them to the sides of the dish. Place the salmon, skin-side down, in the center.
Sprinkle the salmon with salt and pepper. Dollop the ¼ cup pesto over the top, and then spread into an even layer. Sprinkle with the chopped walnuts, followed by the crumbled feta or goat cheese. I sprinkle some of the feta and walnuts over the tomatoes too. (Tip: If using lemon wedges, you may add them to the dish, if desired. Roasting them mellows their flavor.)
Bake for 15-20 minutes, or until the salmon is just barely cooked through. If using leaner, wild salmon, start checking for doneness after 10 minutes (my last sockeye fillet was finished in 12 minutes). Checking doneness with a quick-read thermometer: Insert into thickest end. When using wild salmon, aim for 120°F. With farmed salmon, a slightly higher temperature of 125-130°F is often preferred. When in doubt, you may cut into the center of a fillet and peek.
Garnish with lemon wedges and fresh herbs, if desired, and enjoy.