The following game shows the benefit of going further off the beaten path in an already unusual opening. Bill Wall varies from previous experience, and continues to find success. The notes suggest that Black could have found chances by varying his play, too. The game ends with a bit of psychological mind-reading.
Wall, Bill - NN
1.e4 e5 2.Nf3 Nc6 3.Bc4 Bc5 4.Bxf7+
4...Kxf7 5.Nxe5+ Nxe5 6.d4 Bd6
This strategy is not unusual and seems reasonable, although it does have a tactical flaw. The Database shows that it has been faced by Jerome Gambit regulars such as chessmanjeff, HauntedKnight, frizerkaHR, jfhumphrey, stretto, Teterow and yorgos.
Oh, and of course, Bill Wall.
Better is 7...Bb4+ (no game examples in The Database), 7...Bf8 (no game examples in The Database) or 7...Be7 (20 game examples in The Database, White scores 45%); each moving the Bishop out of danger of a Queen check/fork.
Bill tries something new, deviating from his previous 8.Qd5+:
Ke8 (8...Kf6 9.f4 c6 [9...Bd6 10.Qg5+ Kf7 11.Qxd8 Black resigned, Wall,B - NN, lichess.org, 2016] 10.Qxe5+ Kf7 11.O-O Qe7 12.Nc3 d6 13.Qh5+ g6 14.Qe2 Nf6 15.e5 Nd5 16.Nxd5 cxd5 17.Qb5 dxe5 18.fxe5+ Kg7 19.Qxd5 Re8 20.c3 Qxe5 21.Qf7+ Kh8 22.Bg5 Qxg5 23.Qxe8+ Kg7 24.Qf8 checkmate, Wall,B - Neilson,C, Melbourne, FL 2016; or 8...Kf8 9.Qxe5 d6 [9...Qe7 10.Qf4+ Nf6 11.Nc3 d6 12.O-O Qe5 13.Qxe5 dxe5 14.f4 exf4 15.Bxf4 Ne8 16.Bd6+ Kg8 17.Rf8 checkmate, Wall,B - Guest539122, PlayChess.com, 2015] 10.Qd4 [10.Qb5 Nf6 11.Nc3 c6 12.Qd3 Be6 13.Bg5 h6 14.Bh4 g5 15.Bg3 Ke7 16.O-O-O Ne8 17.f4 g4 18.Bh4+ Nf6 19.e5 dxe5 20.Qg6 Qf8 21.fxe5 Black resigned, Wall,B - NN, lichess.org, 2016] 10...Nf6 11.O-O c5 12.Qd3 Bd7 13.Bf4 a6 14.Bxd6+ Kf7 15.e5 Bb5 16.c4 Black resigned, Wall,B - Guest5856753, PlayChess.com, 2016) 9.Qxe5+ Qe7 10.Qh5+ g6 11.Qe2 Nf6 12.Nc3 d5 13.Bg5 Qe5 14.f4 Qd4 15.Bxf6 Qxf6 16.O-O-O Qxf4+ 17.Kb1 dxe4 18.Nxe4 Bf5 19.Ng5+ Kf8 20.Ne6+ Kf7 21.Nxf4 Black resigned, Wall,B - NN, lichess.org, 2016
An interesting alternative is 8...Ke6 9.Qf5+ Kd6 10.Na3!?, which may have seemed riskier to Black, but which would put White more on his own resources. There are two examples of the line in The Database: 10...Qf6 (10... Bf6 11.Nc4+ Ke7 12.Bf4 d6 13.Qb5 Qe8 14.O-O-O Qxb5 15.b3 Be6 16.Ne3 Qb4 17.g4 Qa3+ 18.Kd2 g5 19.Bg3 h5 20.h4 gxh4 21.Bxh4 hxg4 22.Bxf6+ Nxf6 23.Rxh8 Rxh8 24.f4 gxf3 25.Rf1 Nxe4+ 26.Kd3 Ng5 27.c4 Qxa2 28.Re1 Qxb3+ 29.Kd2 Ne4+ 30.Kc1 Qc3+ 31.Nc2 Nf2 32.Kb1 Kf6 33.Rf1 Rh1 34.Rxh1 Nxh1 White resigned, HauntedKnight - VSRajput, FICS, 2015) 11.Nc4+ Ke7 12.Qxe5+ Qxe5 13.Nxe5 d6 14.Bg5+ Ke6 15.Nc4 b5 16.Ne3 h6 17.Bh4 g5 18.Bg3 Nf6 19.f3 b4 20.b3 Ba6 21.O-O-O Bb5 22.h4 Nh5 23.Be1 Nf4 24.hxg5 hxg5 25.Rxh8 Rxh8 26.Bxb4 Rh2 27.Rg1 Ne2+ 28.Kd2 Nxg1 29.Bc3 Nxf3+ 30.Kc1 Rh1+ 31.Kb2 Nh4 32.g3 Ng6 33.Nd5 c6 34.Ne3 Rh3 35.Nf5 Ne5 36.a4 Be2 37.Nd4+ Kd7 38.Nxe2 Rh2 39.Nd4 c5 40.Nf5 Nd3+ 41.Ka3 Nb4 42.Bxb4 cxb4+ 43.Kxb4 Rxc2 44.Nd4 Rg2 45.e5 dxe5 46.Nf3 Rxg3 47.Nxe5+ Ke6 48.Nc4 Rg4 White forfeited on time, noatun - Papaflesas, blitz, FICS, 2008
9.Qxe5 Nf6 10.Bg5
Putting pressure on the Knight at f6, a regular strategy for White in the Jerome Gambit.
White could have played the prosaic exchanging 11.Bxf6+ Qxf6 12.Qxf6+ Kxf6 13.Nc3 with a pawn advantage. I think he realized that his opponent saw the White e-pawn as pinned by the Black Rook to the White King, and played for the win of a piece.
11...b6 12.e5 Black resigned
The threat by White's advanced pawn is real. One possibility: 12...d6 13.Bxf6 dxe5 14.Bxe5+. It is worth taking time to explore other lines, too.