Because it's on a 12x12 pixel grid there's no way to get the triangular corners of walls to look absolutely perfect, but this is a much improved version of the original and is probably about as close as I'm going to come to making good diagonal walls on an even grid.
I may eventually just design an entirely new tileset on a 13x13 grid, but this one will do for now.
You can get it to work even with 12x12 tiles, but you have to accept a small offset. Instead of treating the middle four pixels as the center, just treat one of those pixels as the offset. If there's any convention about this, I believe it would be to use the top-left of the four center pixels as center for all odd-width graphics. Ideally,
all the characters[/i] in the tileset would use that same pixel as the center, which would eliminate all visual appearance of an offset. Nonetheless, you might be able to get away with using this convention for just the walls.
Below is a modified version of the tileset you posted, where the walls have been adjusted as suggested above, and to be one pixel wider (making them have an odd-valued width). I haven't had a chance to actually see it in action yet (I'm at school and don't have easy access to DF at the moment), but you could drop it in and see if it fixes the small alignment mismatch issues. Then you could use it as a template to tweak to your liking, if you like the general results.