Put a water aqueduct running along the top and suck salt water out of the gulf and convey it to Kalifornia where they can desalt it using solar panels or fill up the Salton Sea.
I like this idea but I would like to offer an improvement. You could evaporate the salt out of the water on the way from the Gulf to California. You could have a third wall with the water pipes and staged pumping stations along the way, and the solar panels along that length will power the steam distillation process.