Why, yes. Yes, I have. You can find my pre-release building thread , and my first build (using a sewer outlet tile from Canals of Himmelveil) . Later today, I'll have a second build showing off what I've done with Hinterlands so far (small stream and cottage in the wilderness, overall a fairly simple build). [edit] It's up! You can find the thread .
As for thickness, I've found that standard matte-board or mounting board works great for the tiles, though they do sometimes pull up where the label paper is pushed by the clips.
Magius out.