Preheat the oven to 450F. Oil the bottom of a roasting pan and set aside.
Place a small, dry skillet over medium heat, add pecans and cook until toasted, stirring and shaking the pan frequently. Remove from the heat and cool slightly.
In a food processor, combine the cooled nuts, onion, lemon zest, sage, parsley, salt, pepper and 3 tablespoons of EVOO. Pulse until you have a coarse paste.
Put bay leaves and butter into a small pan over medium-low heat until the butter is bubbling. Remove from the heat and set aside.
Put the turkey breasts on a work surface. Carefully run your fingers between the skin and the flesh from one end, being careful not to pull it completely off, to create a pocket.
Season the turkey breasts generously with salt and freshly ground black pepper. Stuff half of the herb/pecan paste under the skin of each breast, spreading it evenly under the skin.
Fold the skin back to cover the pesto.
Transfer turkey breasts to the roasting pan. Using a pastry brush, baste the breasts with half of the bay butter. Place the turkey in the oven and immediately decrease the temperature to 400F. After 20 minutes, baste the turkey breasts with the remaining butter, and roast for an additional 20-25 minutes, until cooked through, and a thermometer placed in the thickest part of the breast registers 170F.
Remove from the oven, transfer to a platter, cover, and let rest for 10 minutes.