Roast the cherry tomatoes: Preheat the oven to 425 degrees F. Line a rimmed baking sheet with parchment or a silicone baking mat.
Place the cherry tomatoes on the prepared baking sheet. Drizzle with olive oil and sprinkle with salt and pepper. Roast until the tomatoes are juicy and slightly caramelized, about 20 minutes. Set aside.
Meanwhile, make the walnut pesto: Combine the walnuts, garlic, cheese and basil in a food processor and process until smooth. Add big pinches each of salt and pepper. With the machine running, drizzle in the olive oil. Add more salt and pepper, to taste. Set the pesto aside.
To assemble: Place 3 slices of the zucchini, slightly overlapping them, on a large plate. Add enough pesto to coat the zucchini (2 to 3 tablespoons). Top with a layer of sliced tomatoes. Top with 3 more zucchini slices, some of the pesto and cherry tomatoes and 2 tablespoons of the basil. Top with another layer of zucchini, pesto, sliced tomatoes and cherry tomatoes. Sprinkle with salt and pepper and the remaining 2 tablespoons basil. Drizzle with extra-virgin olive oil and serve.