Continuous Collision Detection Not Working With Triggers (2D)

Every time I have made a game that involves shooting bullets at high speeds, I have always encountered this problem where I can get the bullet to go through thin walls. I need the bullet to not go through walls.
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I am aware of how objects “travel” frame-by-frame and how the Continuous collision detection option is supposed to fix it, but it simply does not. Every question I have seen about this problem tells me to use this option and doesn’t suggest anything else.
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This only seems to occur when the bullet’s collider has “Is Trigger” ON. Unfortunately, I need it to be on for other purposes in my game (so I am using OnTriggerEnter2D).
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My walls have no Rigidbody2Ds and have BoxCollider2Ds on them with “Is Trigger” OFF.
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My bullet’s Rigidbody2D is Dynamic.
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Any explanation or solution would be greatly appreciated.

How about trying an OnCollisionEnter2D function on the wall to detect and destroy gameObjects with a tag of bullet?