To perform in-wall clips, I perform a Kabekeri (wall kick), throw a kunai after the audible sound Joe makes, hold right UNTIL the top portion of Joe is in the ceiling, then hold left (yes, left). This allows clipping through the wall.

To perform ceiling clips, such as the ones in Electric Demon and Traps, you wall kick, throw a kunai (which allows the clipping through the ceiling), then jump again. You should go through just fine.

To practice wall clips, you can use Zeed's Resurrection (2) above the ropes. There's a secluded area that is safe for practicing in-wall clips.

I will add a video once it is created.