I've done it with store bought and made at home. Not too heavy. For me, I've learned paper plate or pie plate not crust. For me, the re-use of the cream and custard makes the crust crumble, and it starts to irritate my skin, whether it be shoulder, neck, face, or back. Also, if you end up stroking, it irritates the member.
Yes, I have experience with bakery pies, both professional and personal.
No, they aren't too heavy, and unless you throw it with a lot of power behind it, you'll do fine. Remember, the force of your throw is spread out over a circle with a 9" diameter.
I don't throw because I live in a condo, and after the pie hits, because some ends up going everywhere, there's a loud thud. I don't want the neighbors to complain or get suspicious. When I do a hit with a bakery pie, I have to be careful to keep the remnants from falling to the floor.