im in Denver, Colorado

First of all, contact Daniel Avrin. He is the biggest expert I know in Denver.
Second, contact Harold Sasaki, of Colorado Bonsai. He is in one of the suburbs.
Yes, Ficus are a good beginner's choice.

they were just twisted tightly together to form one large trunk,
as those trunks thicken with age wouldn't the ones in the middle get
squeezed to death?

Plants don't work that way. The trunks would simply fuse together, like a large
graft.

SO then is the only way to achieve a very thick trunk just to let it thicken
with age?

Basically, yes, although there are various other tricks used by the experts. As
they say, time is money. If you want a tropical or subtropical tree that is not
hardy in Denver, with a thick trunk, you have to buy one that has been grown in
Florida or California. There are numerous mail order houses that advertise on
the Web, like Evergreen Gardenworks and Miami Tropical Bonsai. Harold may also
have some, although I think he specializes in hardy species.
Iris,
Central NY, Zone 5a, Sunset Zone 40
"If we see light at the end of the tunnel, It's the light of the oncoming
train."
Robert Lowell (1917-1977)