Eddy currents only happens if the flux through the material changes. The flux in the STATOR changes a lot, so eddy currents would flow and generate heat if there is any thickness of metal there. But in the ROTOR, where the magnets are attached, the flux is pretty constant, and eddy currents aren't a problem. If it's practical to use several thicknesses of material to build your rotor, then go ahead. There will be no benefit, but no downside either, provided you have a thick enough rotor to carry the flux from magnet to magnet. Since you say you've been experiementing with paperclips sticking/not sticking to the back of the rotor, it sounds like you're OK.