I have picked a few walnuts from a tree near me over the last few years ,I just keep an eye on them until the casing starts to go brown then pick them. in fact the first year I found the tree there were a lot on the floor and the casings had rotted off so it was just a case of picking up them up . Mind you if you have squirrels it might pay to pick them before they get to hungry.
I have never tried pickling them , I think you need to pick them when they are quite young for that