It is not worth blowing up the UFO walls to try to surprise aliens anyways. The best way to get the aliens by surprise is to catch them out of TU at end of turn so they can't react fire at you when you move in your own turn.
This is way easier to do if you act fact and swift in an
intact UFO. In doubt, use grenades. The range is lower indoor, but it's still effective when you throw them around corners.
Best, safer way to deal with all the aliens swiftly is to fire blaster rockets in the command areas. It depend which kind of UFO you gunned down, but the smaller one often have small holes at the roof where the engine(s) exploded. If you don't care about salvaging anything and don't mind blowing things up, you can always send a missile thru the opening in the command center. Grenades can work out too if the hole is big enough, but sometimes it's only one tile wide.