On the subject of khukris and FMA. Heavier blades, with thick spines can acutally be a bonus for many FMA styles. There is good precedence in traditional Philippine weapons, for some blades to have extremely thick spines up to half an inch. Easily the Pira or Talibong/Garab comes to mind. For many FMA styles, the weight of the weapon is not at issue, as the style depends on proper control of momentum and so strikes are not made requiring hard stopping of a sword ala star wars, but in which the weapons own weight is used to help add momentum and trajectories are modified but not a whole stop go idea in motion. Hmmm...I hope that makes some sense. But on a historical level, in FMA weaponry, since the original question was about FMA and Khukris, not traditional khukri fighting, there are many Filipino swords that are in fact weighted to add a little more hmmpphh to their attack, such as the barong, pira, garab, etc...
As for thrusting with a khukri, I would not be so concerned about thrusting safety. One, many FMA styles do not emphasize the thrust, while it exists, the primary mode of attack is a chopping strike. Two, many traditional FMA blades do not have guards either, such as the barong, pira, talibong, etc... Three, if you are thrusting at proper targets, eg. the soft spots vs bone, then the resistance to your thrust should be so bad that the lack of guard should really matter.
The biggest problem that I have encountered using khukri in FMA, can be the bend of the blade. Being use to a straighter weapon, it takes some minor adjustments to get used to the bent blade.