A guiding rule for evolving Pokémon... If it's not in play at the start of that player's turn, it can't be evolved normally. And effects that say "this counts as evolving the Pokémon" count against being able to evolve a Pokémon normally afterward. So, you can use Wally's Training after evolving normally, but you can't use Wally's Training then evolve.
Source: PUI Rules Team (2003-10-30)