if there's any other way that you could break the wall (for example: assemble it from 9 block models) I'd advice you to use this. Even non-runtime, people where always advicing to use csg subtract very sparely (can create small thin surfaces, can get your blocks pretty messed up, doesn't look too good). So at runtim I'd try not to use it if I were you.
That being said, if your object that has to cut into the wall isn't just a normal block but a more complex shape, you could create still create the wall from multiple blocks and then replace the block where the "cutter" hits the wall with a block that has already been carved into, then it yould look like the cutter just cut into the wall. If your cutter can hit the wall at different angles, however, that's not an option...