It's easiest to pull off with a pistol without a scope, like the Falcon. It can be done with the P9P, but it's a tad harder. Move to one of the glitch positions (the hut in mission 9, the wall in mission 11). Now, once you're there, zoom in (press LT) on the wall you're going to use as cover, then press A to go into cover. While keeping LT pressed, pull the left analog stick down and rapidly tap A to go out of and in to cover until you pass through the wall.
I find that it helps to aim to your right a bit, and to go in cover as far as you can. Not sure if that helps, but it might.
It won't always work, but it's the best method I've found. Good luck!
By the way, are you sure that info about the Classics version is correct? I have the classic version here and I can perform the wall glitch just fine on an unpatched game.