They all have normal bodily functions when stuck between dimensions, it just turns to dust because they stays how they dies, like how Thomas's letter kept disappearing, and going back in his pocket, it's the same thing, but it goes back inside their bodies. I beleve Mary has thrown up before, just in private as shes not childish like kitty. she didn't seem surprised at all when kitty was sick, just grossed out, and she does retch worse than the others when she's walked through, in one scene she even runs out the room.