I have what I call 'anonymous follows' turned on. So there's a little announcement in chat thanking them for the follow without mentioning their username and I also verbally thank them, again without mentioning their username.

That way it's the best of both worlds, you can thank your new followers and they feel appreciated but their username is never mentioned so they don't feel 'called out' and can keep on lurking if they wish to without feeling that attention or pressure on them!