I've never used the walnut shells or any of the other nut shells that are sold for pin cushion stuffing because I have not heard good things about them. One person told me that her pins were sticky with some type of residue from the pin cushion she made with the nut shells. You also have to be careful because lots of people have allergies to nuts.
When I make emery sand pin cushions, the emery is placed in its own little pouch so it's contained and easy to reuse. I took the emery from my old pin cushion and added some that I had leftover in my stash. It was originally shipped in a zip loc bag, so I just poured the emery from the old pin cushion in with the leftover to hold it until I was ready for it. I was able to make a new pin cushion with most of that emery. I wanted to make two pin cushions, but I didn't have enough, so one will have to do. I made my pin cushion in a simple rectangle shape.
First I made a cotton pouch to put the emery in. The pouch was made from a piece of cotton. I cut a two pieces of cotton 4" x 6" for the pouch. I sewed up three side of the pouch using a 1.8 stitch length to make it secure using a 1/4" seam allowance. After I made the pouch, I filled it with emery, very carefully. I use a funnel and a spoon with the pouch propped up in a small mixing bowl to catch any loose emery, then I hand sewed the pouch closed using very small stitches.
I made the cover with some wool felt I had in my stash and I cut it just about a quarter of an inch bigger than the original cotton pouch so the emery pouch would fit . I sewed up three sides of the cover on the machines with the 1.8 stitch length, using a scant 1/4" seam allowance, (when sewing felt you can use a very tiny seam allowance because the material doesn't fray) turned it right side out, slipped the pouch inside and hand sewed the open end.
It's done. A new pin cushion with sharpening emery sand for my straight pins.