What type of doors does your cage have? (if there is any kind of guillotine doors, they can easily open those, they are also quite prone to open some kind of lock systems if they can manage to access it through the bars).
Also what is the bar space, and are there by any chance even one spot where the bar space is a bit larger than the rest (bent bar or top/bottom of the grid) or any space in a corner where they could just pass (more than half an inch and they can pass)?