Hi there. That is so funny. He's such an energetic little thing. I think they do it when they're looking for a way out at the top. If he's still doing it, do you think he would benefit from a slightly bigger cage? The favola is quite small - although I can see you've got add ons via a tube. When they have one larger space they have more to do etc and often don't bother trying to escape. Some dwarf hamsters would be content in a smaller space but Baldrick looks to be quite a lively energetic chap. Something like the Hamster Heaven might be good for him. Cypher has used that cage for a number of her dwarf hamster set ups and you can make it into a really interesting habitat with loads of enrichment. If you have a look at the lets see your cages thread and cypher's threads she has had some great set ups for dwarf hamsters in it. It's a good size. And the front door is great for access. It's best with all the plastic stuff taken out and start with just an empty cage - except maybe keep the solid shelf.
I bet he would build mountains and roam around in it