1. Preheat the oven to 400°F. Cut 4 pieces of parchment paper into 12x14-inch sheets. Fold each sheet in half and cut into a heart shape. Drain the anchovy fillets and chop finely.
2. Heat 2 tbsp oil in a skillet over medium heat and sauté the garlic and anchovies for 1 min. Chop the spinach, and add to pan in portions, stirring until wilted, 2 min. Spinach should be coated in anchovy-garlic mixture. Use a slotted spoon or tongs to remove spinach from the skillet, discarding any excess moisture.
3. Cut the salmon into 4 equal pieces. Season with salt (in moderation) and pepper. Zest the lemon. Chop the parsley and walnuts, and in a bowl combine with the lemon zest. Press the mixture onto the salmon.
4. Drizzle 1/2 tbsp oil on 1 side of each paper heart. Spread 1/4 of the spinach on the oiled side of the heart. Top with a piece of salmon and sprinkle with remaining oil. Fold the paper over the fish and pleat tightly to seal, starting at the curve of the heart. Bake until packets puff, about 15 min. Use a knife or kitchen shears to open each packet on the plate.
Per serving: 376 calories, 30g fat, 4g saturated fat, 55mg cholesterol, 204mg sodium, 3g carbohydrate, 1g fiber, 1g sugar, 26g protein