Depending on the type of thistle you have, it has an extensive root system that is hard to get rid just by pulling or using a weeding tool. I don't like to use chemicals, but that is always an option. Try boiling water and vinegar. Chances are it will come back and you just have to keep after it manually. Pull new plants as soon as you see them before the root system grows.
Canada Thistle has the root system mentioned above, Musk thistle and others do not. Identify what you have by a sample to your local garden store, and treat effectively. Often, the thistle is a two part growth. A rosette similar to dandelions, easy to kill with 2-4D but after growth, they can just be pulled, or the rosette on the ground, cut off below the crown.
I pull the thistle plants out one at a time by hand. You have to be careful to get under the leaves where there are no thorns and then pull it out of the ground. Heavy garden gloves help. You have to get the entire root with the plant. Doing this when the ground is wet makes it much easier-you can get the long roots out this way. It is a slow process but I have been able to rid my gardens of thistle this way. Just make sure you throw the plants away somewhere where you don't want thistle!
Let them dry out and put them in your grill with the charcoal.
I just use boiling water. Easier to pull once dead. My thistles are in the garden so I don't use vinegar as to not disturb the PH of my soil.