The most believable explanation of ghost phenomena I heard so far, was the one with infra sound. It can cause all kinds of visual and audible effects due to "interpretation errors" of the brain (or is it the resonance of eyes / mid-ear that really causes it? I don't remember ) The effects are increased by the fear induced by very low noise. It would also explain why old houses, castles and dungeons are the place for ghosts, and why also non-believers can suddenly become convinced they exist (because yes, they can, I know it first hand).
If ghosts were any kind of... life, then I would be strongly against trying to break them just to proof them - a typical human approach that yes, Walsingham, in my opinion is much too violent and would cause nothing but greif for all those involved: Ghosts would suffer, humans would likely be haunted or cursed or whatever, if ghosts were any kind of life similar to what is attributed to them.