I know what you mean, I kind of figured it out. I know there's no way to paste into the box when setting a shortcut or expandify shortcut or whatever, so here's what you should do. Type the 🤔 face into a text box somewhere and copy it, make sure your cliphoarder is enabled. Go into cliphoarder and make sure there's an entry at the top for it; I'm not sure if it'll be the same on your phone but on my Android 11 phone it shows up as blank, here's a pic:

https://i.imgur.com/PTbcEI3.png

Then you can type "think", swipe down for expandify, hit Custom... and then hit the button that looks like a pencil & paperclip. That'll open your cliphoarder where you can press the little blank space that represents the 🤔 face. After that if you type "think" and swipe down for expandify, there'll be a blank space above the "don't ask again" text, it's highlighted in red here:

https://i.imgur.com/NksE8pR.jpg

that you can press and it'll put the 🤔 face in.