Open each component for editing in turn and use Push/Pull to change the thickness of the part as desired. You’ll need to drill down through the nesting. Easiest way would be to use the Outliner. Double click on the name of the component you want to edit.
what Dave said is true for normal groups and components, so if you don’t want the dynamic functions you would need to explode and regroup or make component the parts before editing as the existing formulas will influence the outcome