I have a box build out of four, one pixel wide sprites which have the Solid behavior added. I've generated a sprite in each and given it the Bullet behavior with the bounce off solids setting enabled.
The sprite quickly escapes the box though, setting the width of the walls larger seems to stop this happening.
https://drive.google.com/open?id=1hcSWZQQnqRgLDdCFtugJr0UfRoGFlGDH
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After some more playing about, the sprite escapes with a larger wall albeit a bit less frequently.