ToME: the Tales of Maj'Eyal

In the description it says "Works up to 4 grids away" which I understand as, I can target a wall up to 4 grids away, and I'll pop out on the other side. However it does also say "range = Melee/Personal" so does this means, works for walls up to 4 squares thick?

Yes, you have to be adjacent to the wall, and the four tiles thing is how thick of a wall you can go through.