Preheat oven to 350F. Lay walleye on baking sheet, drizzle with olive oil, season with salt and pepper. Bake till cooked through, approximately 12-15 minutes. Remove from oven and let cool.
Combine onion, garlic, capers, and dill in bowl. Mix in cream cheese, sour cream and lemon juice.
Break apart all the walleye fillets into small pieces, combine into cream cheese mixture.
Allow mixture to cool for an hour before topping crackers or french bread.
For a hot spread, bake at 375F for 20-30 minutes stirring occasionally.