We present a comprehensive study of the low-temperature heat capacity and thermal expansion of single crystals of the hole-doped Ba1-xKxFe2As2 series (0<x<1) and the end-members RbFe2As2 and CsFe2As2. A large increase of the Sommerfeld coefficient is observed with both decreasing band filling and isovalent substitution (K, Rb, Cs) revealing a strong enhancement of electron correlations and the possible proximity of these materials to a Mott insulator. This trend is well reproduced theoretically by our Density-Functional Theory + Slave-Spin (DFT+SS) calculations, confirming that 122-iron pnictides are effectively Hund metals, in which sizable Hunds coupling and orbital selectivity are the key ingredients for tuning correlations. We also find direct evidence for the existence of a coherence-incoherence crossover between a low-temperature heavy Fermi liquid and a highly incoherent high-temperature regime similar to heavy fermion systems. In the superconducting state, clear signatures of multiband superconductivity are observed with no evidence for nodes in the energy gaps, ruling out the existence of a doping-induced change of symmetry (from s to d-wave). We argue that the disappearance of the electron band in the range 0.4<x<1.0 is accompanied by a strong-to-weak coupling crossover and that this shallow band remains involved in the superconducting pairing, although its contribution to the normal state fades away. Differences between hole- and electron-doped BaFe2As2 series are emphasized and discussed in terms of strong pair breaking by potential scatterers beyond the Born limit.