Add the following into ''thunar/thunar/Makefile.am'':
  thunar_CFLAGS +=-pg
  
Build thunar
  ./autogen.sh && make
  
Start thunar
  thunar/.libs/thunar
  
Start gprof:
  gprof thunar/.libs/thunar gmon.out > analysis.txt

Reproduce the use-case to test, than quit thunar and check the result.