Green’s Dictionary of Slang

a pickled cucumber.

1902		E. London Obs. 22 Mar. 3: [T]he beginning of [Petticoat Lane] is occupied by dealers in light refreshments, consisting of hokey pokey, wally wallies, hot peas, whelks [...] fried fish, apple fritters, trotters, and many other cheap luxuries.
[1906		O.C. Malvery Soul Market 218: Here comes a man calling out, in jargon, something that sounds like ‘sock o’ lolly.’ He carries a pail; look in it and you will see green gherkins floating in a mysterious liquid].
1910		Tamworth Herald 12 Feb. 2/3: Repartee at Bow County Court— Judge Smyly: ‘What are walli-wallis?’ Witness: ‘Pickled cucumbers’.
1928		Bath Chron. 4 Aug. 25/6: A reference had been made at Tuesday’s meeting [...] to ‘Wallys,’ small cucumbers.
1968		Times 2/F: The air was thick with memories of butties and cod, and Wallies (pickled gherkins to the barbarian).
1999		Brick Lane Market, London 1 Aug. [market stall] Big Wallys 30p.
2001		W. Self in Indep. Rev. 6 June 7: I went to the chip shop during break time and had a wally and chips.
2014		D. MacShane Prison Diaries 52: No chance of vinegar [...] let alone pickled onions or a wally.
2024		J. Meades Empty Wigs (t/s) 923: [T]e out-in-the-open code as sure as calling The Suburb ‘The Suburb’ and a wally ‘a wally’.