X all of the above about the different feel. I have a Full Shot, and took the inserts out, which gave me better feel, but I know what you mean about the feel of the thickness. Like others are saying, it will break in some, and you'll get somewhat more used to the feel.
I still have my Full Shot, and will keep it; still think it's the best quality and fit out there... but liking more sensitive feel, I went with the legacy leathers kangaroo glove from Big Jim, and that's all I've been shooting for a few months now.
Was a toss up whether to try that one or the AL kangaroo though, and I'd like to try one of those.