I wouldn't use a symlink to '/tmp/', because '/tmp/' is size limited to 2GB. But why not insert a command within '/etc/init.d/knoppix-halt'
Code:
[ -d /home/knoppix/.thumbnails ] && rm -fR /home/knoppix/.thumbnails/
perhaps after the two lines
Code:
[ -r /etc/default/locale ] && . /etc/default/locale
[ -r /etc/sysconfig/i18n ] && . /etc/sysconfig/i18ne