This is really looking great products for gym. I'm working on the fitness and health supplements products you can see here detail https://leeches-medicinalis.com/best-mens-fat-burners/

Maybe use a pressure (aka "force") sensitive resistor
Example: https://www.adafruit.com/product/166
Example: https://www.adafruit.com/product/1075
Example: https://www.adafruit.com/product/1071

Or a flex sensor (how much does the padding, foot or shoe bend)?
Example: https://www.adafruit.com/product/182

Or use a accelerometer (such as the one on an Adafruit Circuit Playground) or other form of IMU on a wearable and see if there's a way to determine impact "thuddiness" from that? More padding = less thuddiness.

Example: https://learn.adafruit.com/circuit-playground-lesson-number-0/accelerometer

Note: I posted Adafruit examples because I remembered they had them, but you can get loads of alternatives from other vendors (likely much cheaper too).