Do you have experimental data or you wish to predict theoretically? Golay published most his capillary work in Analytical Chemistry, that should be consulted. Qualitatively, you can imagine that higher film thickness will contribute to broadening of the peak by affecting the diffusion process in the stationary phase. On the other hand, higher film thickness will increase retention, which will in turn increase resolution. There is a trade-off.
The plate height H (a measure of peak width and column efficiency), is related to the (df)^2, where df is the film thickness. Please see the original work of Golay and Calvin Gidding's vol 1 of Chromatography for exact expressions.