Are the thicker fiberglass filters safe?

I have a u shaped furnace filter. Just bought a new filter, but it is much thicker than the old and I couldn't get the latch through the material. I managed to get it back in the furnace, but I am afraid the thicker fiberglass may not be safe. Is it safe?
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Bunny wrote:

and may filter better. If it fits, I'd think it'll be OK. In extreme case if air flow restriction is too severe furnace can over heat and shut down. Did it have MERV rating? I always use MERV 10.
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