Preheat the oven to 450°F. 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.