Hi Jonathan,
I am having the same issue. Even after manually entering 0.005 into the thickness field, it does not remember it the next time I inset. (Blender v2.79) I have to manually enter every time :(
ssherie I'm stumped on this as well. I know that this worked on the version I used to record the course, but for some reason I can't get it to work in 2.79b either. I'm not finding a setting that changes this behavior unfortunately, but I'll continue to investigate.