Thistles are bursting with good things for your compost but unfortunately their spikes are not so welcome. The main plants rot down quite quickly, as long as they don't have flower heads - if they do they will continue to ripen long after the plant appears well dead, then suddenly a whole load of seeds starts floating around the place.
You could try composting them in their own heap ie not on your compost heap, covered with something dark such as a tarp, and leave them for two years until the spikes have gone too. The nutritious bits are too good to waste.