A quick way to get though a thin wall
Find a thin wall near the edge of 2 screens. The outer wall has lots of spots
Make a double jump out of the first screen and once you enter the second screen do a diagional divekick towards your exit point and start a double heart refresh chain once the divekick animation starts.
Continue the Doubleheart refresh chain till Alucard is off screen and give another 5 Heart refreshes to move him outside the wall boundry.
Let the last Heart Refresh end and watch Alucard pop out the wall. This same technique can be used to get back into the castle too!