Put the jaggery into a small pan and heat gently, stirring frequently, until the jiggery is melted and smooth. Add the walnut halves and stir to coat evenly.
Spread the walnut halves onto a sheet of baking or parchment paper or an oiled plate, working quickly before the jaggery starts to harden. If it does, return to the heat for a few seconds, or until it is melted again. Allow the mixture to cool completely, and then break into pieces. Store the pieces in an airtight container until needed. Serve as a snack or sprinkled over desserts and yogurts.
*Can be found at specialty Asian and Indian markets and online. 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 flavor.