the included one that came in the box seems awfully thick being 3mm i believe. does this seem normal that they include on thats so thick? anyways i noticed when installing it, that it took some pressure to get it down and the screw in. i wonder if a 2mm thick thermal pad would be better or if it wouldn't make contact? thanks

With the m.2 you also have to take into count that there is quite the gap between the bottom of the m.2 stick and the motherboard. Also the m.2 socket itself causes the chip to angle up if you do not have your finger on it when installing the screw.
 
All you are trying to do is wick some of the heat out of the controller on the m.2 stick

Limited airflow underneath as the air flows over the m.2 connectors first. Primary flow is over the top and the pad helps wick heat from the controller to the mother board. The actual memory chips prefer a little heat and don't generate much heat compared to the controller.