Hello Mistercrayle,
That's right, they are still penetrating through the box as I didn't change much things in this scene, just put the Golaem substep to 2.
Here is a new scene with a slight inflate on the Rigid Body, the Golaem substep set to 2 and the fps to 60 so are sure the entities are no more penetrating through the box.
If the result still doesn't fits you, maybe you would have to edit the ragdoll physics shapes
As you may see actually the Physics shapes of the crowdman are inside the geometry, the idea would be to make them a little bigger than the geometry .
Please take a look to this tutorial to understand how to edit a character Physics shape and joint limits.
Best regards,
Thomas