It's not necessarily a good idea to break a wall. A wall is one strong way to use the defender's advantage, and there is no guarantee that you have the tools to break it "efficiently / safely". Also there is also less reward for breaking a wall with Protoss than if you're Zerg.
On maps like Scorched Haven where it's popular to mutually wall-off on the low ground, baneling busts are popular because a low-ground wall-off sacrifices high ground vision, which banelings are weak against, but lets you use buildings as part of your defense, which banelings are exceptionally strong against. In this scenario, banelings are the right tool for the job.
And once the wall is broken, Zerg wants to stream in lings to attack all mineral lines, keep the wall open, and intercept producing reinforcements. Baneling busts are a calculated decision based on the scenario, taking advantage of specific weaknesses in the opponent's defense, and a strong follow-up that's unique to Zerg.
If you are Protoss, you have different tools at your disposal. Instead of copying Zerg techniques and busting a wall, you have warp gate, warp prisms, blink... Use an allied overlord or floating building to get high-ground vision and warp in as you wish. This can be used to break a wall, by distracting enemy forces away from the wall.
Another way is to get fast blink, and just blink past a wall. Very risky but if you know it's safe (for example if they relocate their army to deal with a threat from your ally), it can be strong to go in, do damage, pick off a researching tech lab, a couple workers, and blink out.
Specifically for Protoss breaking walls:
- Forcefields to prevent repairing and keep the army away while you break the wall (though if you have a zerg ally, make sure you don't forcefield his units out!).
- Zealots are quite strong against buildings, especially in conjunction with siege tanks or roaches. Your opponents can't attack the zealots without getting in range of your ally's tanks. If your ally is baneling busting though please don't block the banelings with your zealots :)
- Stalkers have range and speed to help more in DPS, and if you must retreat you can still keep your expensive units.
- If your ally has tanks, then you certainly have enough time to get out an immortal or two. They are extremely efficient at killing buildings
Of course if you have immortals you may as well have an observer for high ground vision, or a warp prism even better.
Protoss can also prevent the opponent from walling off the easiest. For example if your Zerg ally goes for a very early pool, put a pylon in the opponent's intended wall, and cancel it. This keeps an open gate for your early lings to enter.
tl;dr: Protoss's toolbox is not well-suited for breaking walls. Protoss is instead better at circumventing a wall entirely. Depending on the scenario and your ally's race, give them a couple zealots to help busting a wall, or a couple forcefields, but focus your efforts on more efficient tasks - protecting your ally's precious few tanks, warping in and harassing elsewhere... Just don't lose sight of the goal. Breaking a wall as P or T, you don't really gain much because you can't stream in units like Zerg.