I had lots of trouble the last few days with physX.  When I had a door blow off its hinges in the game I'm working on now, it sank through the floor.  What I discovered is that in PhysX, if you use multiple box bodies instead of just one, the collsions are more reliable
The top one is the effect I wanted, but which had collision errors.  The bottom image is the revised version, which is much more stable
Hope that helped someone. (then again, I may just be an idiot for not knowing this before)