I've read how Gilly and Sam got through the wall on their way home in Game of Thrones. Did Bran and Jojen do the same with a passage?
Yes, the same passage, and Samwell and Gilly actually meet Brann, Jojen, Meera and Hodor in the The Nightfort after the former have just come through the sally port, in S03E10- Mhysa:
They're never really in the same shot together, but that's Sam's shoulder on the left of the frame. And the reverse perspective: