Masked textures.
Create a texture (bitmap), paste it into a wad file as a new texture (in Wally) and start the name with a '{'. This will automatically make the last color of that texture's pallette blue. Now modify the texture, give all the parts you want to be invisible that last color. It's not about the blue, it's about the place in the color pallette. So, don't make these parts already blue, that can get very confusing.