The Wall of Blades was never officially in any comic. It was a joke posted on the Terraria Online forums by Jesse when a comment was put in about "what would happen when Maxx meets the WoF ?" and a reply came in as: "HE WILL MAKE THE WALL OF BLADES!!!! A problem with this is that the guide must be sacrificed to spawn the Wall of Flesh, so Cyril shouldn't still be alive.
The wall of blades is simply a dirt wall with copper pickaxes, copper swords, and wooden swords stuck in it.