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Now, this one, I discovered myself. The Wall jump is a technique that lets you "land" on a portion of wall, so that you can jump again, simulating a wall jump from other games. It requires a tile with a very slight angle (60 Degrees) so that you can catch the border between two tiles. Then you can jump from there to the next catch point. This results in zig-zag channels that you can jump up, where normally you would never think that you could.

I made a level to show the effect: Spider Mario's Maze (but I didn't share level with you guys,too embarrassing)the timing of the move is tricky, and takes practice, but it is doable, and gives you a new way to secret things in your levels. In that level, I provide the catch point with combos of 36 Cave Wall Slope and 42 Cave Wall Slope on the left and 38 Cave Wall Slope and 44 Cave Wall Slope on the right. Those are steep enough that Mario will naturally fall if he hits them, but if you hold a direction, and hit the border between those tiles, you can catch the tiniest of discrepancies in the hit detection at the border between tiles, providing your "landing" spot.
Glitch work? Takes practice!

Hmm, it's really nice that you discovered a new glitch, but could you provide pictures (or, even better, videos) of what exactly you're talking about? It makes it a little hard to understand when you're trying to explain using only text.

Sorry for sneaking but he didn't discover it by himself and this is already known, as SpiderMario's Maze is Doram's level.

It's the thing with steep slopes of Cave Tiles, and Mario stands on it and you have to keep pressing to the right/left or else he will fall, and then you have to make a very uncomfortable jump to the opposite direction. I wouldn't recommend using it, or at most use it very sporadically.