Improving Collision

Have a brick wall composed of individual bricks each with there own Box Collider.
I have projectiles fired at the wall with their own BoxCollider as well.

The problem is that sometimes the projectiles go right thru the wall without moving the bricks. I’ve played with all permutations of the Rigidbody Collider settings, Discreet, Continuous and Continuous Dynamic, Continuous Speculative but doesn’t seem to make much if any difference.
What am I missing? Is there some setting in ProjectSettings> Physics that I can tweak?

I guess increase the solver accuracy? This will affect performance

Thanks. Is this done in Settings, Physics?
I noticed I am updating the position of the projectile using Update. Will try FixedUpdate instead to see if that helps.

Yes