Well, i've altered AVENGER.MCD and U_EXT02.MCD. Now it have "wall" flag set to 2 or 3 for either one diagonal or another.
But there are some ugly tiles outthere.
As you know UFO uses concept of NORTH/WEST walls only. If you need to get SOUTH wall - you just put NORTH wall to south tile, that's all. But it doesn't work for outer UFO walls. They were made as actual SOUTH and EAST walls of tile, so they were decided to be used as objects with "wall" property to avoid diagonal crossing. As side-effect of this - unit cannot stand beside this wall. The reason of this decision, as I think, is "convex" profile of wall, so it's the only way to make them "protrudable" outside.
Daiky, what is rendered first - unit or object?
We could make another "wall flags" of objects - south and east walls, to be rendered after unit, and allowing standing on them, but not walking through (acting as north/west walls of adjacent tiles).
On attached pictures you can see nice diagonal walls allowing walk along them, but not through them. And unit can get behind double chairs at north side of UFO (in UFOEU unit can't get there). Avenger hole also was "fixed" (but i'm not sure about this, it could bad choice to do so). There are "cross" objects, which aren't diagonals, so they act as usual "wall" object of UFOEU. On UFO these cross "objects" are those south and east walls.