I have been wanting to try this for a few years but the key is to remember to harvest the young green walnuts. They grow quickly. I just harvested mine in the 2nd week of June in Cincinnati.
There are many recipes but I am following one from http://www.midwesternexposure.wordpress.com. I picked 2 lbs of nuts. Using rubber gloves, prick each with a pin about 8 times. I then covered them with a brine of salt and water. I will change the water in 5 days and add another brine.
Photo of day 1.