In future versions it might be easier to create mazes and similar collision scenarios. At the moment you will have to create your maze and then segment it. You can't create one huge geometry with the whole maze. It you have straight walls, it should not
be a big problem to just segment it (divide it into segments and create a geometry for each segment). Manual segmentation is a lot better because you create fewer geometries with better polygon distribution. Example:
A part of a maze (a single wall) segmented:
Each part is a geometry. Problem with this is that it creates a lot of geometries and putting them together prove to be difficult. The seems can create weird collision behavior.
A part of a maze manually segmented:
The second one gives better performance and better collision behavior.