I'm still with mine, but I did write her a list of positives I have felt since being with her, so it was a way of say thank you. I probably also did thank her in the letter itself but I can't remember.
I don't really have a problem thanking her or spoke on general that I feel have helped me out in some way though and probably say it most sessions!
I think she did like reading the list though and said it was nice to see!