It's funny that I've been researching this very problem the last few weeks, preparing to develop my own version of the Chinese dish Shrimp with Crispy Walnuts. The candied walnuts are an essential component to my recipe.
There are various ways you can make them, usually involving cooking the walnuts in some way (usually frying, sometimes baking) and candying them in a sugar:water mixture (reduced to caramel), sometimes one before the other and other times the opposite order. They generally use the same ingredients:
walnut halves (raw)
I'll include some links to various shrimp/chicken with walnut recipes and you can of course just skip the parts not related to making the candied walnuts.
First of all, the simplest way is to just drive over to Trader Joe's Market
(if you have one nearby) and purchase Trader Joe's Candied Walnuts, "Lightly candied, not too sweet, great for salads and snacks, net wt. 5 oz." for $4.29, probably too pricey and maybe you've tried them and that's why you've requested recipes.
In this Chinese-food.com: Crispy Walnuts
recipe you simmer the walnuts in a sugar:water mixture and soak them for 4 hours, then saute them 4 minutes to crisp them. Here's a similar recipe: Food.com: Honey Walnut Shrimp Recipe
In this recipe Pham Fatale.com: Crispy Honey Walnut Shrimp Recipe
you toast the walnuts in a 170F oven for 15 minutes, then make a thick caramelized sugar:water syrup and dip them, then let them dry.
My own method I'm tending towards is to quickly saute the raw walnuts in vegetable oil, then drain on paper towels. Next make a thick caramelized sugar:water syrup as described in the previous recipe, dip the walnuts in the syrup and thoroughly cover them, and then remove and dry on a wire rack, or perhaps just on waxed paper, aluminum foil or etc. The reason I favor sauteing the walnuts first is because I've had great results browning peanuts and cashews used in Kung Pao recipes, and I love the toasty taste that results from the saute.
One additional thing to consider, depending on application, it might be tasty to use a bit of salt too.
I'll add some more methods if I think of any I missed.