To start the candied walnuts, line a baking tray with parchment paper and set aside.
In a small saucepan, add the sugar and water.
Place the saucepan over high heat and bring the sugar mixture to a boil.
Add the walnuts to the pan, stirring to coat each piece with the sugar mixture. Cook for another 2 to 3 minutes over medium-high heat until the sugar begins to brown.
Remove the pan from the heat and transfer the candied walnuts onto the prepared baking tray to cool, spreading them out.
To make the dressing, in a bowl, combine the mayonnaise, condensed milk, honey, and lemon juice.
Mix the dressing ingredients together and set aside.
Moving onto the shrimp, in a bowl, toss the shrimp in oil and lightly season with salt and pepper.
Thread the shrimp through skewers, leaving enough room for you to hold the bottom of the sticks. Set aside.
Heat a griddle pan or grill to a medium-high heat.
Place the shrimp skewers onto the pan or grill.
Cook the shrimp for 3 to 4 minutes on one side.
Flip the skewers and cook for another 2 to 3 minutes on the other side until the shrimp are cooked through and pink.
Remove the pan from the heat and transfer the cooked shrimp onto a plate.
Add the dressing and candied walnuts to the shrimp. Serve hot.