I think that was from the playtest where the eladrin teleported through a grate.We've been informed (Somewhere) that teleporting required contigious spacing, so a cell with a door, not bars, would work.
In other words, they need line of effect.
Another thing to think about: The fey step is explained as the eladrin stepping into the Feywild and then stepping out into the Real World. But if there is a structure in the Feywild on that exact spot, I can't see the guy just popping in and walking through a wall of a Feywild building.
Which would probably be a good idea to keep in mind when building a prison.
There's also the option of keeping something in the Feywild to watch for such a thing.