can you walk around with these filters attached?

I don't know how much the Cokin holder grips the filter. I have the Lee system, and from the standpoint the filter holder gripping the filter, I would have every confidence in walking around with the filter in place. I would have no fear that the filter would slip out.

However, other than briefly moving to another spot, I wouldn't be walking around, run-and-gun ready-to-shoot style, leaving the filter on. The reason is that a rectangular GND presents so many opportunities for snagging and catching on things. Plus, with a 100mm × 150mm area (4" × 6"), that's a lot of opportunities to scratch a resin filter.

The Lee filter holder snaps onto the lens adapter very quickly and easily, without looking. Indeed, it goes on so easy (and comes off easy), I'd be afraid of the spring loaded filter holder release handle snagging on clothing, letting the holder and filter fly off the lens, before I'd ever worry about the filter slipping out of the holder.

I carry a filter pouch (the Lowepro 100) with the GND pre-inserted into the holder. That way, I can quickly grab the filter + holder combo from the pouch and slap it on the lens in a few short seconds.