We prove endpoint-type sparse bounds for Walsh-Fourier Marcinkiewicz multipliers and Littlewood-Paley square functions. These results are motivated by conjectures of Lerner in the Fourier setting. As a corollary, we obtain novel quantitative weighted norm inequalities for these operators. Among these, we establish the sharp growth rate of the $L^p$ weighted operator norm in terms of the $A_p$ characteristic in the full range $1<p<infty$ for Walsh-Littlewood-Paley square functions, and a restricted range for Marcinkiewicz multipliers. Zygmunds $L{(log L)^{{frac12}}}$ inequality is the core of our lacunary multi-frequency projection proof. We use the Walsh setting to avoid extra complications in the arguments.