This one is our favorite, it started as a recipe from Walleye Insider, that we have modified quite a bit.

Walleye Au-gratin

Put the walleye fillets in a large baking pan (sprayed with Pam or butter). One small sandwich bag full of fillets. (about 1lb of fillets)

In a bowl, mix the following:

4-5 TBS Light Mayo (or regular)
1/3 Cup Parmesan Cheese (Grated)
A few dashes of Tabasco (to taste)
1-2 TBS of Capers 

Spread the mixture evenly on to the walleye fillets with a spatula. Bake at 450 for 15-20 minutes, or until the tops start to brown.  After you bake it, you need to broil it for 3-5 minutes to brown the top of it. Great served with mashed redskins.

This one is like a gourmet meal.

Enjoy,
Mike