Collier skipping for fast moving objects

Hi guys i'm encountering an issue where a fast moving bullet is skiping through some colliders occasionally. I created a test scene and it seems the causative factor is if a large moving physical object is near by, this happens. The target object is not the large object but a smaller object close too it. It's composed of multiple layers of colliders, becuase we want to do cool collider based logic. Has anyone encounterd or know of a fix for this ?

Thanks!

 

Have you tried setting the Collision Detection to Continous in your Rigidbody?