This video might help you. It is a really well video that explains how the shortcut works:

It is done using Penta in time trials, but it also works with Coco. If you want to see different examples of this shortcut using the female Bandicoot, here you go:

Faster tech for the first wall (it is harder and inconsistent to me than the video beneath this one): at 49:30

Slide in the first wall (95% consistent :P, but a little bit slower): at 44:40

I would be glad if it help you :)

Yeah, no, really. Sliding on the wall seems more difficult to me than U-Turn strat :P

I kinda do a 'u-turn' there without jump. I just break the kart and try to make coco go for the right spot without move, when I feel safe I take her control again and continue.

Anyone got a good explanation for how to jump onto the wall the second time? I can slide into the and drop off just most of the time just fine, but when going backwards around the track I can't seem to pinpoint the place you're meant to jump from. It just seems random whether I get over the wall or smack into it.

I approach the second half like this. This angle and kind of aim to the part just before the yellow segment of the wall. A lot of it is down to timing though.