I think a lot of the answers above are about cutting into Epoxy and I think you’re asking about cutting a form into which to pour the epoxy.
Depth isn’t going to impact holding power all that much. Epoxy is going to stick. You should think about a few things during the pour though. If the edges of your pocket are made of a porous wood, coat them in a thin coat of epoxy before doing your pour. That will seal the pores and make your full pour better.
Follow the label for the depth of the pour. If you’re thinking of pouring an inch or more at a time, make sure you use a deep pour epoxy. Epoxy generates heat as it cures - a lot of it. If the top of the pour starts to set up before the bottom has cured, the pressure gets trapped under the surface and eventually will break through - leaving deep fissures in your epoxy. Not nice. I’ve lost $200 worth of pour because no one told me that before I did my first one. Deep pour epoxies are formulated to harden more evenly, so you can get away with pouring more at a time. Regardless, consider doing your pour in several smaller pours, allowing for the set up time on the label (when you can pour again).
So it’s not about the depth of your pocket - it’s about the pour.