Pickled Wally is pickled olives or gherkin believe it or not. It's cockney slang.As an aside saw a term on a menu for a Fish and Chip restaurant/shop the other day offering pickled delights such as eggs , onions , mussels, cockles but also a Pickled Wally . I have never seen that before no idea what it is does anyone know what it is or even heard of it ?