Preheat the oven to 350 degrees F.
Put a large sheet of parchment paper on a baking sheet. Arrange the lemon slices on the parchment, slightly overlapping, covering in an area just larger than the size of the tuna steaks. Season the tuna well on both sides with salt and pepper and arrange them directly on the lemon slices. Sprinkle the zest evenly over the tuna. Bring the 2 long sides of parchment together and fold down over the tuna; fold the ends of the parchment and tuck them under the fish like an envelope. Roast in the oven until cooked through, about 18 to 20 minutes; the tuna should flake easily with a fork and is no longer pink in the center.
Open the parchment packet and let the tuna cool until it can be handled, then flake it with a fork. Transfer to a serving bowl along with any cooking juices it has released. Add the yogurt, grapes, and walnuts and stir to combine. Season with salt and pepper and freshly squeezed lemon juice, to taste. Serve immediately or refrigerate until ready to eat.
Cook's Note: Serve this healthy salad on butter lettuce leaves, on a slice of toasted seedy whole wheat bread, with fresh cantaloupe slices, or eat straight out of the refrigerator with a fork!