How to escape the Djinni Lamp in Baldur's Gate 3

The Baldur's Gate 3 Djinni Lamp is one of the magical artefacts that the wizard Lorroakan is keeping hidden in his Sorcerous Vault, but turns out there's also an actual Djinni living inside it. The Peculiar Lamp is quite hard to find, but you might have stumbled upon it when accidentally walking through an illusory wall behind a chest into a hidden room...
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