Jaggery is an unrefined, dark, hard sugar sold in blocks. Supermarkets have started to stock it, but it's a softer, more watery version of the real thing. Either will work, but the darker one has a more molasses-like flavour.
Place the jaggery into a small pan and heat gently, stirring frequently, until melted and smooth.
Add the walnut halves and stir to coat.
Spread the walnut halves onto a sheet of baking paper or an oiled plate, working quickly before the jaggery starts to harden - if it does, return to the heat for a few seconds until melted again. Allow to cool completely, then break into pieces.
When cold, store in an airtight container until needed. Serve as a snack or sprinkled over desserts and yoghurts.