While they've been removed from the UI the thin walls from the version before the big update still work. To use them in the current version you need to load a map made that contains the thin walls (meaning it had to be made with an older version) and use the "pick or move something" tool (alt) to pick them and then you can place them freely (even after loading a new map).

Was looking at the sample maps and noticed the "Typical Necromancer Dungeon" example map has thin walls, they're located in the center right part of the map,  along the road between the Goblin Cave and the way to the forest.