I just tried an older version of my code when I used the ellipsoid method to see if I could pull a specific movement vector when the collision didn't register. My ellipsoid was a SimpleVector of (0.5, 0.5, 0.5), and the translation vector was (0.222294,-0.29999998,-1.4834371). With these values, the grenade passed through a plane undetected.
Also failed for translations:
(-1.2741067,-0.29999998,-0.79161346)
(0.83904916,-0.29999998,-1.2433811)
Hope that is at all useful. I can't really see any consistency between when it works and when it doesn't on my end. Getting those values just consisted of randomly throwing grenades at different spots until one went through a wall, although once I found a spot all subsequent grenades do pass through undetected as well.