Steam Brussels sprouts until almost tender, about 8 minutes. Set them aside.
Meanwhile, in a nonstick skillet over high heat, cook the walnuts, shaking skillet occasionally, until lightly toasted, about 1-2 minutes. Remove from skillet and set aside.
In same skillet, heat oil over medium-high heat. Add onion, garlic, salt, marjoram and pepper. Cook until onion just softens, 2 minutes. Add reserved sprouts; cook, stirring occasionally, 6 minutes. Add wine; reduce heat to medium. Cover; cook, stirring occasionally, until sprouts are tender, about 8 minutes.
Transfer to serving bowl; toss with reserved walnuts.