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@Bill Thurston: Thanks! I think this settles it. I have posted a follow-up question (how different are the two distributions as $n\rightarrow\infty$) separately: mathoverflow.net/questions/38481/…
@fedja: in that case I guess there is the Skorokhod embedding which you may be thinking of. The sequence of walks should be close to uniform and converge at a close to optimal rate for the application I have in mind (which is to answer Question 5.1 in my paper math.hawaii.edu/~bjoern/Publications/… with Szabados).