Hmmm I haven't heard anything either, I guess if someone did report one. It would be the case of believing them.
it Seems that if it is possible to get a shiny in the pokewalker the odds are Extremely Extremely Low. And if so maybe there are a Certain amount of steps u will have to walk before there being a possibility of finding a shiny pokemon in the pokewalker or a certain amount of Watts. i guess we will see when the time comes.