It's not necessary to thin either thyme or parsley though if you do they will come out just fine. I've done it both ways and really have not noticed any significant difference.

The strongest seedlings will usually out compete the rest. But you can help that along by getting rid of any puny runts.

I wouldn't fiddle with the parsley much - it is very touchy about its roots. But the thyme could be pricked out into separate pots. More thyme plants that way.

FataMorgana