"Mindfulness" as used in insight/mindfulness meditation / vipassana and similar schools of mediation does not refers to thinking about something.
Rather it refers to detached but focused observation (though you may observe your thoughts). The point is to instead of "following a train of thought", to get off it and watch it closely from the sideline, and let each train disappear into the distance.
What your use of "mindful thinking" sounds like to me (and I might be wrong and you may be thinking of exactly what mindfulness meditation tends to refer to), is focused attention on a train of thought. That's important too, but very, very different.
From the sounds of it you are certainly practising your concentration and willpower, and that is certainly valuable in itself, and if whatever you're doing works for you of course you should keep doing it.
But I'd like to suggst an experiment: Try to "detach" from your train of thought sometime, even if just a minute here and a minute there (a minute can be frustrating enough...). E.g. when out walking, try to purposefully clear your mind and fix your attention on just the path. Try to be present and quietly observe every detail without trying to verbalize any thoughts. Thoughts will pop up and distract you anyway. Just gently nudge them away, or observe them but try not to "follow it up" and just let it dissipate. When you lose focus, and notice (whether 5 seconds later or 10 minutes), just gently nudge your attention back.
The "game" is to note when you lose concentration and try to gradually lengthen the time span where you are just present, detached from your thought stream and just observing. As I've heard someone say: it's when you notice you lost concentration you're learning.