Preheat the oven to 350 degrees F. Place the chopped walnuts on a rimmed baking sheet and roast for about 10 minutes until lightly golden brown and fragrant. Set aside to cool. Meanwhile, line a 9x9" square baking pan with parchment paper, and spray with nonstick cooking spray.

In the bowl of an electric stand mixer, combine the room temperature butter and sugar. Beat on medium low until the combined, about 3 minutes. Scrape down the sides of the bowl with a ribber spatula. Add 2 teaspoons of the grated lemon zest and vanilla extract, and mix for another minute until combined. Add the flour and kosher salt, mix on low until just combined, and a crumbly ball of dough starts to form.

With your fingers, press 2/3 of the shortbread dough into an even layer in the bottom of the prepared baking pan. Mix the cooled walnuts and rolled oats into the remaining 1/3 of dough. Place into the freezer for 5 minutes. Layer the blueberry preserves on top of the bottom layer of shortbread. Use a small offset spatula to make sure the layer is even. Sprinkle the fresh blueberries on top, then squeeze approx 1 tablespoon of fresh lemon juice on top of the blueberries. Top with remaining 1/2 teaspoon lemon zest. Remove the crumble from the freezer, and break it up into large crumbly pieces and spread evenly on the fruit layer.

Bake for 45-50 minutes. Let cool completely before removing from the pan. Cut into 9 very large bars or 16 smaller bars. Optional: top with a bit more freshly grated lemon zest before serving.