Set the drop down mode to "Mesh" for instant physics for going through doors.
Note: Too many "Mesh" type physics can slow a physics engine down or take longer to load than "Box" types etc... so it is advised to use simpler shapes to match. Since we do not have compound bodies yet, there are some basic physics boxes of different sizes in your "Asset Library/Presets/Skyline Scene Types/Physics Colliders". These will be very quick and performance friendly, simply overlay them on your walls, roofs etc.. It does require a bit extra work though.
For now, i would use the "Mesh" type like many of us do
but if your level becomes very large and physics intensive, then look into other methods later on.
Hope this helps