I would use boxes instead of walls.
Look at this image (and the image from captaincook):
First notice the diagonal texturing on the center part. That is not only a problem with walls but also with vertically placed boxes as you can see in the top examples of both walls and boxes.
The bottom right beam is as the result should be: no diagonal lines in the center part and overall correct texturing. That result is created with two horizontal boxes that were textured and exported as 'partA'. Then the center part was created with a box but oriented horizontaly (in the 2D pane) like the first two boxes, then textured and exported as partB.
Both partA and PartB were imported and partB rotated and placed at the correct position in partA. Both together were then exported and imported as 'Beam'.
The same could have been done with walls: texture the center part with a horizontally placed wall and export/import separately from the other two walls. Then combine like I did with the boxes.
The diagonal texture problem is caused by the Texture Vertices in the obj file (vt lines). By texturing and exporting a part when it is positioned horizontally the texture vertices are calculated correctly and don't cause diagonal lines.
This means that with either walls or boxes the same result can be achieved. But...
Look at the text on the right in the image. The numbers should say enough. The example created with boxes is smaller. With 10 beams you won't notice the difference but when you create big construction project the number of beams increases rapidly andd with that the number of vertices and faces that must be rendered. Then count other parts that are created with either walls or boxes and the difference in numbers increases even more.
I could have made the left and right faces of the center box invisible (you can't see them) to reduce the number of faces with 2 but for this example I left them in.
There are a few more tricks to optimize models, like merging all groups with the same material, but you need to use Blender for that.
I spend most of last year re-designing all my custom created furniture to decrease the shown numbers because my large projects started to get incredibly slow and became even impossible to show in the html-export. I got a lot of experience in decreasing object sizes and I'm still not even halfway with all I have to re-design.
The thing is: I managed to reduce the size of most models to only half or one third of what they were before. That's a huge difference. Do it right from the start so you don't have to spend many hours re-designing when you run into size problems like I did.
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