As I understand it, iron supplements will make no difference in improving your blood levels if you're thalassemic...
As a child, I ended up with accidental iron poisoning after the doctor told my mom to put as much iron into my diet as possible. It did nothing, but on the plus side, it led to my diagnosis of thalassemia.
It is amazing how little so many doctors know about this disease, especially given that it is the number 1 most common genetic disorder in the world.