On the plus side, .020" thickness picks do make it easier to fit around inside the keyways.
The downside, especially for new pickers, is that most new pickers use too much turning force on the tension wrench/turning tool. The increased tension binds the pins harder, and greatly increases the force the pick needs to exert in order to move the bound pin stacks. Being thinner, the pick would be more likely to bend.
Glad you are looking into TOK tension wrenches. They take a little practice to keep the tension wrenches from falling out of the keyway while picking. However, once you get the knack, there are three great benefits.
First, it frees up most of the keyway to maneuver your pick. Don't forget that you can use the warding inside the keyways as leverage for your pick.
Second, you eliminate the possibility of the tension wrench scraping on the inside of the shell (the part of the housing holding the plug). That means you can't be fighting the tension wrench itself binding on the shell.
Third... if you look at the plug, when you are using TOK, the wrench/turning tool is located at the (to we in the US/North America) top of the keyway. If you look at the plug, the TOK tension wrench is quite close to the center of the plug. This means you have much more even rotation of the plug when you are applying tension.
Remember, if, while applying tension to the plug without using the pick at all, the plug turns due to the pins shearing, you are likely using too much tension.
Gordon
Just when you finally think you have learned it all, that is when you learn that you don't know anything yet.