Just from experience having a Walking Horse- they tend to not do well lunging or in a round pen. To gait they need to be straight and 'tucked'- and its difficult in a circle situation. After a few tries with my guy I just abandoned lunging altogether and rode exclusively, or worked him on the lead rope, walking him.
I've seen a few Walkers that were unable to canter at all due to their conformation. However, a lot of times if you are patient, you can allow them to gain the necessary muscle to canter freely without going into a gallop. For my guy it took a solid month of every day work.