What’s your vote for the most ridiculous, overpriced, and useless tweak?

Brain surgery for audiophile is the most useful and ridiculous tweak at the same time and in a near future a real option...

Actually, unless I miss my guess, which is highly unlikely, there are no wires inside a Sony Walkman. That’s one of the advantages of the Walkmen - you can’t have directionality issues if you don’t have wires. Hel-loo! You don’t have issues with transformers, big ol’ capacitors, digital cables, interconnects, or fuses, either. 

I have been on a tweaking mission.
Some work better than others

Probably the biggest was changing Quad 11L to ATC SCM19v2. Not a tweak as such.

SR Black fuses
Chokes
USB to coaxial reclocker - Halide Bridge
Akiko Triple AC Power Enhancer
Audio Prism Ground Control spades
Akiko Audio Fuse Box Tuning Chip
Audioquest Jitterbug
Russ Andrews 'The Silencer'
Akiko Audio RCA Tuning Caps
Audience AU24SX RCAs 
iFi AC iPurifier
Akiko Universal Tuning Sticks
Mad Scientist Nitro power cables
Eichmann Power Strip
RCA Shorting Plugs for amp inputs
XLR Noise Stopper Caps
Shumann Resonator Chatres SE4 with Teradak DC-30W PSU
Schumann Resonator Chatres Mk3 
LOA audio tweak chip
Supercapped Power Supply feeding:
Beresford SEG Dac - supercaps, new clock, new RCA inputs on RCA and coaxial, SR Red fuse
Bybee iQSE
Signal Ground Solutions SGS-1 grounding box


Still to come:
iFi AC ground cable
Applying Graphene Contact Enhancer
HFC MC-0.5
Black Ravioli pads

Ban that person!

"Actually, unless I miss my guess, which is highly unlikely, there are no wires inside a Sony Walkman."

There are. Depending on the model and your acceptance of the word "wire", easily all of them have it.

Just a quick look at some of the models...

http://www.hembrow.eu/personal/sonywmd6c.html

and...

https://www.eevblog.com/2015/06/10/eevblog-752-original-sony-walkman-tps-l2-teardown/

and, for those who were not present at our most recent lecture,...

https://www.sony.com/electronics/walkman/nw-wm1z