Curved surfaces and Physics Engine's collisions

Hello all!

Did you see all those games that uses curved scenary in many "physics puzzles games" like "Rolling Hero", "Rolando", "Iblast Moki", Worms Golf, etc?

My question is:

What would be the most accurate and optimized way to create such levels. So when you shoot a ball it rolls along the curved surface.

I could think of "sprite chunks" with a hollow zigzag alley or building the level with two halves of what makes the curved alley.

I guess i should use masks but big sprites are always a bad idea.

Any advice about this kinds of levels in regards of precise collisions and rollings around the irregular surfaces will be appreciated!

Thanks

To narrow the question:

How would you make a circular sprite with "physics" on, without rotation, to move sliding narrow curved halleys? Again like in pinball games, popular puzzles games like "Rolling Hero", "Rolando", "Iblast Moki", "Worms Golf", etc.

This question not only is related to a "best way" to move the object. But also how would you build the level so the physical object collides and slide correctly and performance aware.

I'm missing something here..