I think for the walnuts maybe make an extract by soaking them in vodka for a week or so. Add them to 2ndary with the vodka. That probably won't remove the oil. If head is all-important to you then use commercial walnut extract
Randy Mosher says to use wild rice in the mash
to get a nutty flavor (Radical Brewing). Adding starchy stuff to the boil, like wild rice, will just make your beer cloudy. You might be able to get some flavor out of it by steeping, but not as much as if you mash.