Looking for the rule. If I cast a walker with 3 counters. Does my opponent get a chance to bolt it before I can add a counter
As far as the rule goes, it is simply the rule of priority.
116.1a: A player may cast an instant spell any time he or she has priority. A player may cast a noninstant spell during his or her main phase any time he or she has priority and the stack is empty.
They can respond to you casting it, but it is not yet on the field to bolt. Then, once the stack is resolved, the Active Player is the first to receive priority. You may add the counter as your sorcery speed action, only then are they given priority. As long as you don't do anything before activating it, there is just no window of priority for your opponent to bolt the Planeswalker.