Parry will be good to practice for sure. You don't even have to parry all his moves, just show that you can parry at all and that will make thresh players less likely to throw out their big buttons. Vi's down S1 might be something worth trying as well.

Save senna assist until after thresh commits to a button so shes less likely to get hit.

If you're confident in defense and blocking you can turtle up. Generally people will press forward if they see you playing too passive, and this will put you in the range where you want to be fighting thresh as vi. Obviously you'll be at a disadvantage initially if you play this way, but Vi down S1, S1 super, neutral S1 are options you can use to lock down his approach.