Would the ability to phase through solid objects work as a knack? It would certainly make getting into the walls easier.
It would for sure!
You’ve stumbled on a knack that a future character in the series will have (though they are not yet in any posted stories). However, it’s not as strong as they’d like.
An ability like phasing is one of the stronger abilities that a borrower could have, and it has severe limitations. The borrower can’t just phase through a solid wall without consequences. Especially starting out, they’re not going to be able to handle more than a thin sheet of paper.
Training the knack might help them be able to handle a little more, but there’s always a limit. Paper is the easiest, fabric is a little harder (and it depends on how many layers of fabric there are), wood is possible, but they’re starting to reach limits of what they can handle especially with hardwoods. Placing metal around an object is a good way to keep this kind of borrower out, as they can’t just pass through it.
So, it’s a knack that exists, but the borrower would be walking a fine line with their ability and how far they can stretch it to get in and out of places.