He has been acquainted with Frank Zappa since childhood. Back then he was friends with Frank's brother Bobby and sometimes they listened to the band rehearsals. He has also known Don Van Vliet and Jim Sherwood since then. He started his own musical development in the early 70's at Geronimo Black, the formation of ex Mothers Jimmy Carl Black, Don Preston, Bunk Gardner and Ray Collins. Evidence of this collaboration, which existed for two years, is the only album Geronimo Black from 1972. In 2008 a compilation named Welcome Back with demos, studio and live recordings has been made available via download.
In 1975 he joined Frank Zappa and the Mothers as guitarist on the Bongo-Fury-Tour. His old mate Don Van Vliet, by now Captain Beefheart, was very impressed with Denny's singing and guitar play and so he asked him if he would like to accompany him on his tour in the US and Europe. This was the beginning of a two years lasting liaison, and unfortunately only very few material exists from this time. Merely the track „Hoboism“ and the original recordings of „Bat Chain Puller“ bear testimony to the Blues which Denny brought into the Magic Band.
In the fall of 1978 and spring of 1979 he toured again twice with Zappa. Furthermore he participated in the recordings of Joe´s Garage and You Are What You Is and he can be heard on the album Tinseltown Rebellion and other live compilations.
After Zappa's much too early death Walley continued to play music. With several formations (Mats & Morgan amongst others) he made Zappa's work living on. In 1997 his CD Spare Parts was published, and besides Suicide Chump and Bamboozled By Love he recorded also pieces from other interpreters which have had influence on him. This CD is considered an outstanding Blues release.