Place the garlic, walnuts, olive oil and all the fresh herbs in a small food processor until a nice puree is formed. Transfer the salsa into a small bowl, add the parmesan cheese and mix well. Season with salt and pepper to taste. Place in the refrigerator to rest. (it can be saved in the refrigerator up to a week in a tightly sealed container)
In a skillet over high heat warm 2 tablespoons of olive oil and when hot, but not burning, add the cherry tomatoes. Cook for 2 -3 minutes while shaking the skillet. Add the balsamic vinegar, salt and pepper. Cover the skillet and cook for 1 minute over high heat, still shaking the skillet and until the tomatoes are starting to pop. Remove from the heat and place in a bowl.
Clean the skillet with a paper towel and add the rest of the olive oil (1 tablespoon). Wrap 1 slice of prosciutto around each fillet of rock cod. Place in the hot skillet and cook for 2 to 3 minutes on each side until the prosciutto is golden and crunchy.
Serve alongside the tomatoes and the herbs puree.