There's no diagonals in your capx. Anyways the idea's only fault is how far you overlap the wall depends on the speed, which may or may not be acceptable for your purposes. I'd guess in general for any wall in your game you'd put those wall sprites around them. For diagonal you may need to put two of them. Like for a diagonal going down and to the right you'd put a bottom and left sprite along the top right of the sprite.
Yep, finally a person who understands the problem, and speech relevant/constructive suggestions.
I was not really looking for a universally valid method to deal with the problem, but right for the game I'm working on now, where Player's speed is constant and I can handle the size of the walls to dampen the sink due to the collision of the box if If it was too fast it would overtake it. The discourse of the diagonal walls is also correct, I had already thought of superimposing the two walls.
The only fact is that I have to fill the layout of these overlapping sprites along the walls, so I was wondering if anyone found a simpler way, that "push out action" of the "customize movement" behavior you talk you think is simpler?