Slice the zucchini lengthwise into thin slices. Heat a grill pan and lightly brush the slices with olive oil. Grill them on both sides until they have nice grill marks and are just soft.
Arrange the arugula on a plate and place the grilled zucchini on top. Lightly toast the walnuts in a dry pan and chop them roughly.
Crumble the goat cheese over the salad and sprinkle the walnuts over it. Mix the remaining olive oil with the honey and balsamic vinegar into a dressing and drizzle it over everything. Grind some black pepper over it. The goat cheese provides protein and the walnuts healthy fats.