From the moment they are introduced it is clear that Walker and Erika are very close with one another. Their mutual obsession with anime and manga serves as the primary link between the two. They share many personality traits and mannerisms, will openly discuss anime and manga in detail regardless of who they are with (much to Kyohei's and Saburo's chagrin), and will somehow even tie in anime-themed metaphors when dealing with intense situations.
Walker and Erika also share a much darker, sadistic side that contrasts their usual playfulness. As shown in the manga and light novels, the two of them seem to enjoy torturing people and inflicting pain on others. The methods they use usually follow a theme representing a manga they force their victim to choose (this aspect of their personalities is hinted at in the anime but is much more toned down than in the light novels). It is unknown exactly how they developed this kind of personality, although it is implied by Erika that they used to work for various illegal organizations before Kyohei (as Erika puts it) "pulled them out of the darkness," which implies that Kyohei was responsible for reforming them back to regular society.
Although the two of them are extremely close, it is shown in the light novels that Walker is slightly more attached to Erika than she is to him. Whenever Erika temporarily leaves to hang out with her cosplay group or with another friend outside of her usual group, Walker appears extremely depressed and bored, since there is no one else he knows who likes anime and manga to the extent he and Erika do.
Erika, on the other hand, appears to be the more independent one of the two of them, as well as the more responsible one. This is most evident during episode 19 of the anime when, after Masaomi asks about the Blue Squares, Walker nearly loses his temper, but Erika manages to calm him down. She also appears to be more social than Walker, as she has numerous friends outside of Kyohei's group, whereas Walker is only ever seen with either Kyohei or Saburo when Erika isn't around.
The only real conflict the two share regards the yaoi subgenre in anime and manga. Erika is an avid fujoshi (yaoi fan) and frequently pairs up various people, whether they are fictional or real. Walker is less than enthusiastic and even feels somewhat annoyed with Erika's tendency to pair up anyone she sees. Although this is the only place Erika and Walker's interests significantly diverge, it isn't something that affects their relationship in any negative way.