A couple of years ago, I added a sub-panel as a generator panel next to the original panel, which was flush-mounted in a finished garage, and I wanted to leave the walls untouched.
I hole-sawed through the stud, pried out the original panel's 2" factory KO in the side, and used a steel nipple with only one locknut on each end, inside each panel, but I used an EGC.
I would think the OP could cut his holes from inside each panel, and he ought to be able to loosen each panel enough to insert a nipple with locknuts between them if they're surface-mounted.