Preheat the oven to 170°C/ Fan 150°C/Gas 3; put the walnuts in a small roasting tin and roast for 10 minutes until golden. Set aside to cool, then roughly chop. Meanwhile, grease and line a 900g loaf tin with a long strip of baking parchment that overhangs either end.
Put the oil, eggs and sugar in a large mixing bowl and beat for 2 minutes, using electric beaters, until light and airy. With a spatula, stir in the courgettes and walnuts. In a separate bowl, mix the dry ingredients, then fold into the egg mixture until just combined. Tip into the loaf tin and bake for 1 hour-1 hour 10 minutes until golden, risen and a skewer inserted into the centre comes out clean. Let the cake sit in the tin for 15 minutes, then remove to a wire rack to cool completely.
For the frosting, use a hand whisk to mix together the mascarpone, lemon zest and icing sugar until combined. Add the yogurt and whisk until it just holds soft peaks. Swirl over the top of the cooled cake and sprinkle with a little more lemon zest, if liked.