Evenly spread walnut oil over bottom of a large, heavy skillet over medium-high heat. Place Brussels sprout halves in skillet cut side down. Cook 5 to 10 minutes, until cut sides are lightly browned. Pour orange juice over sprouts in skillet, and continue cooking 5 minutes or until sprouts are tender. Transfer to a large bowl.
Place the walnuts in a small skillet over medium heat. Cook 5 minutes, stirring frequently, until lightly toasted. Gently toss Brussels sprouts with toasted walnuts and orange zest. Season with salt and pepper.