Magnetic fields penetrate even solid material e.g. wood or plastic and even leather cases. Depending on the strength of the magnet used, the magnetic field will penetrate even the thickest material. This means that magnetic phone holders will work with the phone case.
The magnetic phone holder comes with a metal plate that you put between the battery and its cover. This is what the magnets in your phone holder get attracted to. Even if you wrap your phone with a wallet case or normal phone case, magnetic fields will still permeate through the case as well as the battery cover.
So, do not worry about whether the Magnetic phone holder will or will not work with your thick phone case.
So long as you purchase a magnetic phone holder that has strong magnets, it will do a good job of firmly holding your phone.
Check out this post to learn more about magnetic phone holders.