Wally has choice split hairs (3-4)

I believe the answer is:

nit-pick

'split hairs' is the definition.
(both can mean to be pedantic)

'wally has choice' is the wordplay.
'wally' becomes 'nit ' (I've seen this before).
'has' is a charade indicator (letters next to each other).
'choice' becomes 'pick' (synonyms).
'nit'+'pick'='NIT-PICK'

I've seen this clue in The Telegraph.

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