There's no reason why you can't. There's no rule that says a painting must be created using one technique only. There's no reason not to combine thin glazing with thicker paint.
If you're using acrylics, then there's no problem in painting with thicker paint over a thin glaze. Sometimes I paint out an area that's problematic totally with titanium white or titanium buff, which are very opaque, then start again. Sometimes I glaze with titanium white, which even when quite thin hides some of what's underneath, then build up again on the knocked-back or subdued glazed color.If you're using oils, then ideally you want to ensure you maintain the fat-over-lean rule to reduce the chances of the layers of paint cracking as the painting dries. If any of the paint is still wet, wipe it off with a cloth or paper towel, or scrape it off with a palette knife. Consider leaving what's there until it's dry to the touch so your new over-painted layer doesn't mix up any of the existing paint.
Judge how thick you paint over the oil paint you glazed by how much oil ("fat") you added to it for the glaze. Because of the "fat over lean rule", you don't want paint straight from the tube onto paint that was highly diluted with oil because that'd be painting lean paint onto fat. If you used turps to dilute the oil paint for a glaze, then paint straight from the tube is fine as it'll be fatter than the glazed paint. (Confused? Remember the terms "fat" and "lean" are relative not strictly fixed. What's what is judged by comparing.)