I think the whole parasites thing is a bit over blown. I have fished many lakes for many different fish. I have caught walleye from lakes that are super warm and never seen anything on them. I have caught trout from super warm lakes and have seen masses of bugs growing in their gills and on their skin. The trout freaked me out, so i did a ton of research, talked to CO's, other fishermen, industry folks, fish counters etc, and the general consensus was that the bugs are not as big of a deal as many people make it out to be. Just cook them properly.
I'm not saying that all fish is safe, but that i suspect a lot of the hype about parasites is just that... Hype.
As for walleye cheeks, i always just fry them in butter, with salt pepper, maybe some garlic and batter. They always turn out fantastic and i have never gotten sick.
Hope that helps, enjoy