Absolutely, it’s the key isn’t it. I think the main stumbling block for failure is picking them too late. As long as the shell hasn’t formed under that green outer casing they are no more problematic to pickle than a beetroot or onion etc.
i particularly like to eat our pickled walnuts on some homemade bread with some of my home made fallow venison and hazelnut salami noisette ( sounds pompous but it’s virtually free of cost food And is delicious)
pickled walnuts are a bit of a marmite type thing though arnt they. Thankfully I like them.
pickled walnut and tarragon butter melted over a seared fallow steak is also delicious!
kindest regards, Olaf