Thunar implements Freedesktop's desktop entry specification, so a
.desktop entry is the answer you are looking for. Try saving this to
$HOME/.local/share/applications/emacs.desktop if you don't have that set.
Exec=emacsclient -c -a "" %F
This will take precedence over any
/usr/share/applications. You may need to logout and and login again before it works, but now when you select Emacs from "open with" it will either attach to the running daemon, or start one and attach if it was not already running.