If your fruits are thinned walled it could be:
You are not leaving them on the bushes long enough. That is the biggest problem for most people as the walls thicken at the very end of maturing. Its hard if you are trying to grow green bells to tell when they are ripe.
Make sure you keep the soil consistently damp. Too little water when the fruits are developing will cause thin walls.
Use fertilizer that has a smaller N number (like 5-10-10) with micronutrients. Too much nitrogen and you will grow pretty plants with thin fruits. Mix some into the soil when you plant your peppers then side dress throughout the season.
Last thought: Heat! Warm nights, warmer days, warm soil. And shade cloth - I add that after the fruits have set. They do sunburn.
Remember to choose a variety that advertises thick flesh.