That brings up another topic, and maybe it deserves its own thread.If it is co-located with an illusory wall, they'd notice something odd about the wall very quickly, as it would stop as soon as their ghost touch (or whatever) item touches the wall, but not as soon as their leading foot/hand reaches the wall.
For that, use Transdimentional Spell[Metamagic]I'm not sure Dispel Magic would cross planes in any case
You can't cast Wall of Stone on the Ethereal Plane, I thought? It requires you to anchor it to existing stone, which doesn't exist there?
You'd have to bring some stone with you...
It's very fun but I think it won't work, there are tons of matter in the ethereal that don't hamper moves on the material.
SRD said:The Ethereal Plane is mostly empty of structures and impediments.
you'd just create an ethereal wall of stone stopping ethereal creature because as said above spells don't cross the planes......unless spacified of course.

(Dungeons & Dragons)
Rulebook featuring "high magic" options, including a host of new spells.