Can confirm that a wally is a gherkin from the chippy. Apparently it’s a uniquely Essex/Cockney term? I was a peculiar child who loved gherkins basically from weaning onwards and was quite partial to a wally when getting fish and chips at my Nan and Grandad’s house. Jamie Oliver has name-checked them on telly once too. Up until then I didn’t realise it was such a uniquely geographical thing.