Hi Horst,
Time ago I did add felt on the original, basic/small plastic Modular pieces (the ones in the attached picture)... from the same sort of auto-adhesive A4 sheet Wolfgang mentioned; maybe around 1.5mm thick. I had no issue with the sensor detection.
On another hand, I had some issues with the far more demanding RFT Chess-Master Diamond I bought with custom, thick-felted pieces (~2mm). It worked fine, except if a lot of pieces were gathered in a small area, then the most center piece move would not be detected. I solved the problem using cloth adhesive tape instead of felt - not as comfortable to play with, but good enough to protect the wooden board. Here is the one I used:
https://www.amazon.fr/gp/product/B07VB1WP69/
MfG,
Eric