Watchstrapworld are referring to the thickness of the strap. Their Space X strap tapers to 3mm thick at the clasp end, so you will need a clasp that accepts 3mm thick straps, as opposed to 2mm. The clasps they list (FC5037 FC5039 FC5040 etc) are genuine Tag Heuer 3mm clasps. Whereas the following are 2mm clasps and WILL NOT FIT : FC5014, FC5028, FC5030
If you don't have a strap Watchstrapworld sell a generic / non-genuine 3mm clasp -
see here. Or you could of course buy a genuine item - most common are FC5037 FC5039 FC5040.
If you've already got a clasp measure the thickness of your existing strap at the clasp end. If it's 3mm, you're fine. If it's 2mm, then the (3mm) Space X strap (linked to above) will not fit through.
Oh, make sure the width of the strap and clasp are compatible too. Space X straps are 18mm wide at clasp end (22mm at lug end).