There may be differences in brands. However, I did a quick look on Amazon and found this particular bag:
https://www.amazon.com/Zilla-Reptile...ws/B001OVGPH6/
I went down to reviews, and at the bottom of the page is a "search" box where you can search for a key word in the reviews. I did a search on "pincushions" and found way more than a dozen reviews that said it worked great for pincushions. You may be able to find a local brand this way also, by searching on Amazon.
I also did a search on "wash" and "washing" in those reviews and found nothing related to pincushions. This leads me to believe that you do not need to wash the walnuts before using them in pincushions. I think it would be tough to wash and dry ground up shells anyway.
I noticed the expensive brand had a lavender scented version. If you have essential oils on hand, you could easily add some scent to the walnuts. The only thing is, some people are sensitive to essential oils so you would want to label them if you add scents.