SWO, I was very surprised at the results. I expected the metal with the highest thermal conductivity (the speed at which heat travels through the metal) to cool the plastic faster and give the thinnest wall. I assumed brass would give the thinnest, steel second and aluminum third.
I looked up the figures. The higher the figure, the more heat is moved.
Aluminum 124
Brass 67
Steel 21
I was surprised that aluminum was the most conductive, I guess that is why my eggs burn in my aluminum cooking pots.
Also, the results of your test, very accurately reflects the figures above.
So, if you want thicker walls, you need to use more insulating materials. The conductivity of glass is 0.8, this would theoretically give a very thick wall, but in practice, the plastic would flow or drip away and take forever to cool down.
The link below gives some figures for different metals, the lower the figure, the thicker the wall.
http://www.engineeringtoolbox.com/thermal-conductivity-metals-d_858.html
Depending on which site you view, the figures vary, but the overall trend is good.