How to adjust thickness of Explode Lines?

Look in Options, under line Font you have the option to change the style and thickness of the Explode Lines.

I don't know a way to change the fonts of individual lines, just the document property.  Also note that in the Line Style options you can create your own styles if you need something different than the defaults.  I haven't done it for a while but it's not hard.

Have a look here.

Edit Color/Line Style of Explode Line Sketch