The presence of this unit in the game reflects a real-world tactic often used from the ancient age through the modern age. During sieges, if the fortifications were not built over solid rock formations, the assaulters would dig improvised tunnels underground from their camp position in the direction of the enemy's wall fortifications. Once there, the miners would try to "undermine" the wall's foundations, intending to destroy them from underground. This kind of indirect attack was somewhat dangerous to the digging soldiers, because of the constant danger of some section of the tunnel (or the whole thing) collapsing onto them before they could exit safely. Also, there was the danger of the defenders storming the tunnelers from inside or demolishing the exits, trapping and essentially dooming the sappers.
Try to use two Wall Miners to destroy one wall. That way, if one Wall Miner dies before it can destroy a wall, the second Wall Miner can destroy the wall since it used the first Wall Miner as a distraction.
If a base has multiple compartments, it is suggested to bring many Wall Miners to break them.
If attempting to use Wall Miners to rush a fortified position, put down your other troops (such as infantry and heavy cavalry) first. Drop the miner afterward, and then use the rally command - the other troops will shield the miner long enough for it to destroy the wall.