Mars has only 0.6% the (surface) atmospheric pressure of Earth. Does this have a significant impact on the difficulty (heat shield parameters) of atmospheric entry? Is it basically the same as for Earth because most of the kinetic energy must be dissipated in the uppermost low pressure regions of any atmosphere?
If you're only referring to surviving the phase of peak heating, then Mars is easier than Earth. The entry velocity is more like 6 to 7 km/s at Mars vs. 11 to 12 km/s at Earth, due to their respective gravity and typical approach velocities.
Everything else about landing on Mars is harder, due to the low density of the atmosphere.
The density can be a problem even as early as the peak-heating phase. While the heat shielding is easier, you still have to make sure that that the peak-heating phase takes place above the surface. If the ballistic coefficient of the vehicle is high enough, you may have a problem with that. You may need, for example, a lifting body to keep it from experiencing a short-lived lithobraking phase.