In a blender or food processor, grind the walnuts until nearly a powder. Scrape down the sides and toss in the basil, parmesan cheese, salt, and black pepper and puree to combine (30 seconds). Slowly drizzle in the olive oil with the blender on low. Puree until completely combined (another 30-40 seconds). Transfer the pesto to sealable container.
Bake the spaghetti squash and zucchini:
Preheat the oven to 400 degrees F. Cut the spaghetti squash in half, sprinkle with salt and pepper, and rub down with olive oil. Place cut-side down on a foiled lined baking sheet and bake for 50 minutes, until the squash is easily pierced with a fork. Remove from the oven and allow the halves to cool to the point where you can handle them.
Meanwhile, spread the spiralized zucchini out on a foil-lined baking sheet. Bake at 350 degrees F for 15 minutes, until warm and tender.
Once cool, pull out the strands of spaghetti squash with a fork. Toss the zucchini and spaghetti squash together.
To serve, pile a mixture of warm spaghetti squash and zucchini noodles on a plate, and top with a quarter of the basil walnut pesto. Enjoy!