I've never used Cointreau, for the walnuts, it sounds nice though. I just use sugar and water in a frying pan (heavy base preferably), add walnuts when it's dissolved and let it caramelise. Tip into board till cool then chop.
This a delicious alternative too, 2 cups raw walnut halves: toast lightly in heavy based pan, add 1/3 cup good Maple syrup & pinch salt. Stir till caramelised and cool & chop as above. These are a great nibble on their own. My daughter ate 5 every day when she was pregnant!