Tip all of the vegetables into a roasting tray, season with salt and pepper. Pour over 4 tbs olive oil and toss together. Roast for 20 mins at 220°C until starting to soften.
Pat the fish dry with kitchen paper, then slash the skin on both sides with a sharp knife. Season the inside of the fish, then stuff with the lemon slices and half of the herbs.
Place on top of the vegetables, drizzle with 1 tbs olive oil, scatter with the rest of the herbs, then roast for 20-25 minutes at 220°C.
Lift the fish and half of the vegetables onto a serving plate and cover with foil to keep warm. Spoon the rest of the vegetables and most of the juice from the roasting tray into a food processor. Add the vinegar and walnuts, blend until smooth.