why cant you? i sew through my wefts....
untilly ou get accustomed to it, just take the few extra seconds to feel where the weft is and poke the needle through it. it may feel a bit tough at 1st...but the needle WILL penetrate.
maybe it will also be easier if you practiced sewing through the weft on the hair BEFORE you attempt to sew it in. this way you can get accustomed to how much pressure and such is needed.
HTH