Studies of elastic properties of granular unconsolidated media (GUM) are of interest to modern acoustics due to their importance for a wide range of industries. To study the elastic shear properties of GUM, we have developed a technique and experimental setup. We used a chain consisting of steel balls, placed in a plexiglas tube as a model. Linear and nonlinear shear elastic properties of GUM were studied using torsional waves. For generating and registering of received torsional elastic waves, we have developed the original transmitter and receiver, which were placed at opposite ends of the tube with balls. Controlled external static pressure was applied to the system on one end of the tube. Measuring the velocity of torsional waves was carried by the impulse method. Experimental measurements of the amplitudes of shear elastic harmonics at different values of external static pressure allowed us to explore the nonlinear dependence of the elastic parameters of the 2nd and 3rd order in the GUM on the external static pressure.