Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.
Toss the walnuts in a skillet over medium heat and toast them until fragrant and golden, about 3-4 minutes. Allow to cool slightly, then crush them finely using a food processor or by chopping with a knife until you have coarse crumbs.
Pat the chicken breasts dry with paper towels. Season them evenly with salt and black pepper on both sides.
Brush the chicken breasts with olive oil, then press each piece into the crushed walnuts, coating all sides evenly. Gently press down so the crust sticks well.
Place the crusted chicken on the prepared baking sheet. Bake in the oven for 18-20 minutes, or until the chicken reaches an internal temperature of 165°F (74°C) and the crust is golden brown.
Meanwhile, prepare the fennel slaw: thinly slice the fennel bulb and grate the apple. Place both in a mixing bowl.
In a small bowl, whisk together lemon juice and honey to create a simple dressing. Pour it over the fennel and apple, then toss to combine. Chill the slaw for a few minutes if desired.
Remove the chicken from the oven and let it rest for a few minutes. Serve each piece topped with the fresh fennel slaw for a crunchy, flavorful contrast.