Consider a family of smooth potentials V ε , which, in the limit ε → 0, become a singular hard-wall potential of a multi-dimensional billiard. We define auxiliary billiard domains that asymptote, as ε → 0 to the original billiard, and provide asymptotic expansion of the smooth Hamiltonian solution in terms of these billiard approximations. The asymptotic expansion includes error estimates in the C r norm and an iteration scheme for improving this approximation. Applying this theory to smooth potentials which limit to the multi-dimensional close to ellipsoidal billiards, we predict when the separatrix splitting persists for various types of potentials.