I'm not entirely sure who Vinny Walker specifically is in relation to West Ham. There could be many individuals named Vinny Walker, and without more context, it's difficult to tell the true story. It might be a relatively unknown or personal story within the West Ham community.
As far as I know, there isn't a widely known Vinny Walker story at West Ham. It could be that this is a name that is only known within a small circle related to the club, such as a family or a specific group of friends.