Very cool to be able to play through the whole level! The security guards move really fast. The gameplay is pretty clear getting keys, navigating the maze. The inertia in the movement adds to the challenge in a nice way.
Initially, I was confused about the girl moving through the walls, but once I "got it" it was sensible. Some sort of effect, like her sprite becoming translucent, when she goes through the walls would make it clear that this is intentional right away and not leave the player confused if it's a bug.
When you pick up keys or food, or even get attacked by the security guards or the ghost crush, having some sort of "hit effect" would be really helpful in communicating that the player did this thing successfully (or failed). Visual feedback makes everything clearer!