I wouldn't actually say that the walking meditation is best for lucid dreaming, but it seems that over 50% of the times I do get lucid in a dream is when I notice that I'm walking. There's even no clear dream sign in my walking, though it could be that I move a bit too slow or float a bit while walking in dream. The percent seems to go up after every retreat I attend. I do about 5-6 hours of walking meditation per day in my retreats.