When you are prompted to accept a bash command, we should be giving you the option to not ask again. If you're not seeing that for a specific bash command, would you mind running /bug or filing an issue on Github? https://github.com/anthropics/claude-code/issues
Thinking and not thinking is actually the same model! The model thinks automatically when you ask it to. If you don't explicitly ask it to think, it won't use thinking.