If a bonsai needs to have a heavier branch than it must be allowed to grow faster than the other branches.
Thickening will occur in direct proportion to the number of leaves photosynthesizing on the branch. Keep more leaves to produce more energy and more growth to thicken the branch. After the branch has enough thickness it will need to be shortened back to proper length for the design and then twigging density can be accomplished.
Branches also can be kept on the trunk to accomplish trunk thickening and later removed. Thickening only occurs on the trunk below the branch and not above it.