Firm or soft pads will still feel firm or soft under the fingers regardless what the thickness of the tonehole rim is. The important factor is the pads seat properly onto them no mater if they're drawn (which most are), drawn and rolled (as on Conns and Mauriats), soft soldered (as on Martins), hard soldered (as on SMLs) or drawn with a ring soldered to them to look like rolled toneholes (as on Keilwerths).
Poorly seated pads will feel spongy no matter if they're firm or soft as one side will close before the rest of the pad gets squeezed closed. Pads should close using light finger pressure - not forced to close under heavy finger pressure.
The choice of density is up to you - if you prefer soft pads then choose them, or choose firm pads if that's what you like, but do get them seated properly all the same so you're not having to close them with a vice-like grip.
What you don't want are pads that are so soft the toneholes make deep impressions in them, so choose firm pads to be on the safe side - even on Martins with thick tonehole rims.