Ephemeron is really easy to wall. You just need one Pylon and three "big" buildings. To close the gap you need a Zealot/Adept or a similar unit.

Please read for more information on the subject:

Walling

Shout-out to Gemini, who created this image:
https://i.imgur.com/YwvWDj7.png

Thank you, Gemini!