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Does a sphere not pass through itself (with zero margin?)

There needs to be nonzero margin, else the question is pretty trivial.

Ah yes correct you just use same orientation and you can get anything through itself.

You can do it regardless of orientation given you can apply enough pressure

How thick would the remaining walls be after you’ve made the hole required?

Infinitesimal I guess! You can fit an arbitrarily slightly smaller sphere for vanishing values of smaller.