The walls and building analogy is useful. As Baha'is we are building a new community centre for the purpose of meeting peoples spiritual needs that will enable them to live in the community better. Eventually those community centres will become temples with associated institutions such as a medical centre, accommodation, education centre, and social agencies to meet the needs of those not so well off. For now the community centre serves a variety of functions ranging from devotions, education classes for all ages, community gatherings and administrative purposes. We create social spaces where everyone regardless of faith can come together and learn together.
In some ways these Baha'i centres will have common functions with Churches, Mosques, Synagogues, and Temples. As Baha'is we are not going around trying to literally break down the walls of the physical spaces used by these other faith groups. Rather we are developing a culture that encourages and empowers our community members to consort and associate with peoples of all faiths in a spirit of love and fellowship. That means inviting people very different from ourselves to our homes and community activities and accepting such invitations from others. The only walls we are breaking down are symbolic walls where one person says I can't mix with him because he is a Muslim or her because she is Buddhist.
I hope that makes sense.
The most powerful prayers for a Baha'i are those offered to God through His Manifestation. Nothing stopping us from praying directly to God. I'm not aware of any reason not to pray to saints or ancestors. We would never use statues of Baha'u'llah as like Muslims we shouldn't be making images of the prophet. However Catholics are not bound by Muslim or Baha'i law.