The problem you are describing is called tunneling and is an issue in all physics engines.
AGK by default applies Constant Collision Detection(CCD) to all rigid bodies to limit tunneling.
FYI you can not set a mass for a STATIC PLANE. All static objects have a mass of 0.
Adding more Static planes in the location is not recommended which you discovered by getting embedded objects.
There are a few things that you can do to limit tunneling.
Try not having a object with a very large mass land on another object.
By default objects have a max linear velocity of 30, If you increase it this will cause more tunneling.
The minimum size of an object is important to prevent tunneling. At the default scale factor 3.5 units is the recommended minimum.
The Bullet Physics Engine that AppGameKit uses was designed for use with video games to simulate physics fast and limit processing.
Please do not expect it to simulate physics at a higher resolution as this would not be practical for mobile platforms.
The coffee is lovely dark and deep,and I have code to write before I sleep.