Hitting an iron off the tee can be one of the most rewarding shots in golf.  A well placed iron instead of a driver can lead to par's and birdies instead of a bogey from the rough.  For starters, a tee should ALWAYS be used when hitting and iron off the tee.  Pitching wedge, 5 iron, whatever.  The resistance of the ground will cause you to slow down your swing, and the ball will not go as far.  A tee decreases this resistance, allowing for a clean shot.  There are a few things you can try. 
-Go to the range, and experiment with different tee heights.  Once you find one, either mark your tee's for each iron, or make a mental note.

As for hitting it thin off the tee, try putting the ball back farther in your stance.  You will come down onto the ball, not hit it on the upswing.

Hope this helps!

thank you so much!!!!!!!!!!

I always make sure that when hitting an iron off a tee that the tee is showing only 3 to 5 millimetres from of the ground and that the ball looks like it is just slightly sitting up from of the ground as if you had just propted it up with playing preffered lies. I would do this for any iron (3-pw) in the bag and its as simple as that.