Every 5-8 years, each catholic bishop must go to the Vatican for what is known as an "Ad Limina" visit - Latin for "To the Threshold". The bishop is visiting the "threshold" of the Apostles, and the Pope as the successor of St. Peter. During this visit, a bishop gives an accounting of his diocese, and receives counsel, instructions or advice from the Pope.

In February 2020, Bishop Wall, along with the other bishop of his region, made their Ad Limina visit with Pope Francis. In this episode, Bishop Wall describes the visit, which entailed speaking for 2.5 hours with the Pope, meeting with congregations of the Vatican, and making a retreat to Assisi.