Possum, I use several thumb tapes for fitting. Vise Hada Patch blue is pretty thin and provides a tweak if I need a little extra snug feeling. I think that Masters green tape is the thickest for the back of the thumb, so I will use Master green if I need more tightening. You can layer tape on the back of your thumb just like you layer tape inside the thumb hole.
Vise and Masters have excellent adhesion. Yes, Vise leaves a residue on your thumb--a trade off that I gladly accept.
Pete,
The problem with the using thicker tape is that the thicker tape has more friction on the outside; so it produces a slower thumb exit, all other things being equal.
Personally, I prefer to stick with one thickness of thumb tape (and of course, its own degree of friction) and adjust the thumb hole with white (and/or black) thumb-hole tape.
I use the tape on the thumb for 2 purposes; one, to prevent blisters, and two, to encourage a quicker thumb release. I need it to help prevent blisters because the skin on my thumb is fairly loose and my skin often sticks to urethane thumb sleeves I use. I don't knuckle the ball, unless my thumb has shrunken during bowling and I don't yet feel it. Also involved in this sequence is the fact that my thumb swells and shrinks a lot regularly, with the weather and with different foods. So thumb tape has been a great help to me.