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"Chance of solid rock vs. walls?"
A maze level is a type of level found in the floors before the Castle and in Gehennom. As the name states, it is set up like a maze, with narrow passages and dead-ends. There are zero, one, or two Minotaurs, H, generated on each maze level.
Generated mazes usually contain passages bounded by the wall terrain. Beginning in NetHack 3.6.0, the walls of mazes may actually be composed of solid rock. In such mazes, the floor is corridor rather than regular floor terrain.
Some form of magic mapping is a good idea when in a maze. Maze walls are diggable, so a wand of digging or pick-axe can be handy to navigate and to make a clearer path between the stairs. Note that digging beams from a wand of digging will only dig a single space in maze levels, but strategic use of them can make your wands last longer.
"Maze"-type levels appeared as far back as Rogue, although not in any set location.