Walnut shells as pincushion stuffing can be extremely dangerous to people with nut allergies. Make absolutely sure the recipient will not be affected. The shells, since they are wood, also dull pins and needles, as does sawdust to a lesser degree.
This warning has been discussed before but was deemed a non-quilting topic, so it got moved. Take a look.
http://www.quiltingboard.com/general...e-t125678.html
The ideal 'weighty' stuffing is emery sand (available on etsy) or, if that's not possible, something else from the 'mineral' category (as opposed to either 'animal' or 'vegetable').