How to splice wires on an Electric dog fence
To be sure I've answered your question, yes you can use electricians corrugated metal conduit.  You'd have to connect a ground wire and tie it off as close to the transmitter's (the wall socket that the perimeter wires connect to) ground as possible.  For your second question, I'd go to home depot and peruse the electrical section.  When I installed my invisible fence, I used either the crimpable ones, called a butt splice, but found that the wire rusted out and dropped the signal to ground in a rain storm, -or- the new fancy ones like the following: AlumiConn 3-Port.  If this sounds a little "hack-ish" don't worry, if you study the electric fence's supplied manual and inferred method you'll see they are just as bad.  This is low voltage stuff, so you won't get shocked.  

So,... now that your question is answered, I have to say, the conduit is overkill.  I would think that 15 feet of the twisted wire is more than sufficient.  The longer the twisted section with tighter twists the better, but my dogs never got zapped once walking out of the garage where this was installed, so I recommend trying it (testing it without the dog collar on the dog of course) and see if it is an issue before you waste lots of time and money on trying to attenuate a signal that may not be a problem in the first place.  While the electrician "hackery" of these electric fence companies may appear a little unnerving, they have definitely overcome the problem of needing "deadzones" in the fence quite well.