Walls are always positioned on a fixed 4x4 grid (and I don't think this will change anytime soon) - so moving them by a single pixel would not make sense.
If you want to move them by 4 pixels at a time, that's easy - just move the mouse before clicking to place the stamp. :P
I completely agree with this idea. And adding on to it, I think it would be cool if you can place wall one pixel ata time. Talking about pixles, it also would be nice if you can make the pixels smaller and even make the game 3-D. I've done programing so I know it would be very hard, but it would make the game so much more realistic.