When we used to clean their cage, we used to put them in the bathtub until it was completed. Hilary and Fatty could hop out no problem. Subaru didn't seem too interested in escaping and Carrie's too small to make the jump to the bathtub ledge. If they did escape, we figured there was nothing they could really get into to cause them any problems.
One day, we let them out into the bathtub like we normally do and let them round around for a bit. I would go check on them every few mins to make sure we didn't lose anyone. Well, Subaru decided to make the jump onto the ledge and slid down the shower curtain to the floor. (The other girls didn't go that far, they were just happy hopping in and out of the tub) There was a little nook from when our bathroom sink and counters were installed and it wasn't properly sealed up. Guess where Subaru decided to explore?
It took us about two hours to FINALLY get her out of the wall with a few peanuts and she didn't smell like the other girls at first. They were treating her like an outsider even after a dust bath. It took about three baths before they would accept her back into the colony. She didn't hurt herself at all though, but I think she was really lucky!
When we clean their cage now, we put them in a little hamster cage. Carrie and Fatty have dominance issues they have to sort out every time, but it's for the best as they can't get out of this one!