Pumpkin and walnut jam has been around for a very long time - in England anyway. My grandma used to make it and she's been knitting and making jam in heaven for 40 years :)
I have a recipe for marrow jam, another vegetable jam but grandma would never tell us the recipe for her pumpkin and walnut. She used to put walnut pieces in - easier to eat and less expensive than whole nuts. I'm guessing vegetable jams possibly were created or put back into use during the war years.
Anyhow, since we are now in pumpkin season I am going to try my hand at pumpkin and walnut by adapting my recipe for marrow jam since they are similar in texture. 
I hope you enjoy your jam!