Whisk 2 cups flour, 1/4 cup sugar, 3/4 teaspoon baking soda and 1/2 teaspoon kosher salt in a bowl. Work in 2 tablespoons cold diced butter with your fingers. Stir in 1 beaten egg, 3/4 cup buttermilk, 1/4 cup chopped walnuts and 1/2 teaspoon grated lemon zest. Pat into a buttered 8-inch ovenproof skillet using floured hands and score an X in the top. Bake at 375 degrees F until cooked through, 30 to 35 minutes.