I think that while they surely had siddhis one should bear in mind that tiger is usually used as symbol of power of Vedic knowledge (hence simhasan of kings, and also narasimha avatar). Brick wall could be related to use of brick for yagyas and/or the concept of keeping Hari on brick which is why he's known as Vitthal.
Feedback, brainstorming welcome.
Traveling on tigers basically refers to the fact that a wild animal like tiger has been tamed by the saint. Then, this is not uncommon for highly adept Yogis. Loknath Brahmachari also displayed this Siddhi.
Ahimsha is one of the eight limbs of Yoga as known from various scriptures. And, a Yogi who has really established in himself, Ahimsha, is not harmed by ...