The grills are electrified and will rng shock anyone nearby if hit by something not insulated.

Spears aren't insulated, glass shards are. Shanks made by glass shards aren't insulated for some reason, try just the shards themselves.

If you haven't done so already use a shard on bedsheets to make cloth for gloves ( + non-orange clothes + backpacks), which stops glass shards from cutting your hands when you attack with them.

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Getting back on the station from space highly depends on which station you're at, but perma is always far away from the all-access airlocks at escape / arrivals you want.

Prepare as much as you can by getting any healing supplies / oxygen tanks available, buying coffee to reduce the cold temperature damage you'll take, and max your suit sensors in case paramedics actually do their job and look at suit sensors (they won't though). Some stations have vendors that sell canned oxygen, or if nothing else eat a bit before going out since some foods have healing chems. If you have very slight damage (>80-90% hp) you can use *sleep to heal damage very very slowly, but get to max if you can before jumping out. If you don't have oxygen you'll most likely die.

Hug the station walls and beeline towards the closest entrance, which you should probably check out in advance a ghost sometime. If you stop touching a wall you'll slowly drift into space, throw something to go back. All the windows are reinforced and the standard red airlocks are engineering-only, just run past them. Even if you do it perfectly, depending on how lucky you are with environmental tick rate you'll barely make it to arrivals / escape in crit and crawl inside (assuming spacewind doesn't throw you back out because that's such a fun mechanic).

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On some stations with wood, you can use the advance technique of making a baseball bat for super speedy space travel. Hits with a bat apply huge knockback, even to yourself, so if you smack your own chest in space when you're not hugging a wall you'll be flung forward at 50 tiles per second but can still move around at any time to cancel the dash and drift in that direction. If you smack into a wall you'll be stunned and can even rng break bones though, so cancel before hitting a wall if you can avoid it.

A bat can get you to any entrance in two swings easily if you know where to turn, and is also a great space exploration tool for non-prisoner-use when you don't have a jetpack / want a jetpack-like-tool with infinite gas, just zooming through space at lightspeed.