How can I get a thicker coating when enrobing something in chocolate?
The first suggestion is to let the chocolate get cooler - which will help in two ways:
Less runny material from the start and less time until the chocolate starts to set, resulting in less runoff overall.
Yes, it means you will be walking that fine line between just right and too firm, but my favorite trick for that is to prepare a comparatively large amount of dipping chocolate and rely on thermal mass to help me get through as many pieces as possible.
Holes at the bottom can be avoided by using a wire rack instead of a mat, although this can come with its own pitfalls.
And ultimately, you can always double-coat your marzipan to get a thicker coating.