How to fix high moving projectiles going throw Walls made of geometric cubes?

I made a little project for my first steps into Unreal Engine, and I made a project called “Warehouse Wreckage”. But the Cannon balls have to be moved at a high speed to get a satisfying effect. But because of this the balls sometimes goes through objects and It happens 75% of the time. I made the room out of Geometric Cubes, so the Textures could be Lined up and I feel it is easier, It happens with every actor in the scene By the way.

Please Take me through a step-by-step explanation because I am new to Unreal