Say you have a wall, and say you have a ball, you shoot the ball at the wall and it goes right through. I think I found a solution and currently works well in the latest hole of my miniature golf game, and should suffice for high speed cases until CCD is implemented.
1). Make your wall
2). Make a plane, delete using faces only, extrude.
3). Orient it so the sides of the square tube is diagonal to the wall edges.
4). Set it to invisible in the UV editor menu, this is important so they’re not rendered.
5). Duplicate it
6). Move the duplicate along the wall, move it down about a third to a fourth of the diagonal length of the tube, perhaps even move it half the length
7). Continue until you do the whole wall.
8). Run a high speed object into it.
In my testing on the hole it didn’t go through the wall, I also rigged the floor with this diamond setup and fast moving objects and it worked well. I also rigged the Hole 6 cliff and it works well there too.
Here’s a .blend file showing what the rig does in my mini-golf game, very stripped down version of the game, try to shoot at both walls at maximum power and height, left doesn’t have the diamond rig, right does.