  We present XMM-Newton observations of three AGN taken as part of a hunt to
find very heavily obscured Compton-thick AGN. For obscuring columns greater
than 10^25 cm^-2, AGN are only visible at energies below 10 keV via
reflected/scattered radiation, characterized by a flat power-law. We therefore
selected three objects (ESO 417-G006, IRAS 05218-1212, and MCG -01-05-047) from
the Swift BAT hard X-ray survey catalog with Swift X-ray Telescope XRT 0.5-10
keV spectra with flat power-law indices as candidate Compton-thick sources for
follow-up observations with the more sensitive instruments on XMM-Newton. The
XMM spectra, however, rule out reflection-dominated models based on the
weakness of the observed Fe K-alpha lines. Instead, the spectra are well-fit by
a model of a power-law continuum obscured by a Compton-thin absorber, plus a
soft excess. This result is consistent with previous follow-up observations of
two other flat-spectrum BAT-detected AGN. Thus, out of the six AGN in the
22-month BAT catalog with apparently flat Swift XRT spectra, all five that have
had follow-up observations are not likely Compton-thick. We also present new
optical spectra of two of these objects, IRAS 05218-1212 and MCG -01-05-047.
Interestingly, though both these AGN have similar X-ray spectra, their optical
spectra are completely different, adding evidence against the simplest form of
the geometric unified model of AGN. IRAS 05218-1212 appears in the optical as a
Seyfert 1, despite the ~8.5x10^22 cm^-2 line-of-sight absorbing column
indicated by its X-ray spectrum. MCG -01-05-047's optical spectrum shows no
sign of AGN activity; it appears as a normal galaxy.
