I don't know about Polypropylene, but regular PVC can certainly be shaped with a heat gun. It just takes a bit more effort. But if you're going to play around more with Sintra (the foam board) - which is what a lot of Mercs use - then you'll definitely want at least 3mm, and 6mm is probably going to be your best bet. For what it's worth, I'm using 6mm for my armor.
The 6mm is very sturdy in the size plates and configurations we use. And it's still very light and, from what I understand, pretty durable.