To change frame thickness of glass shutter, follow these steps:
First, ensure the frame is created via Shutter profiles and NOT by loading a glass shutter design from the catalogue (as those frames cannot be adjusted). To do so, refer to this link.
Select any side of the frame to change that side's thickness, and navigate to the Furniture/Light tab in the left panel.
Under Dimensions, type in the desired thickness into the D field and press Enter to apply.
Repeat steps 2 and 3 for all sides of the frame.