There's a direct connection between grace and thankfulness in New Testament Greek (and also in modern languages like French and Italian). Bible teacher Derek Prince concludes then, that you cannot be unthankful and in the grace of God.

This is a clip from the full sermon 'Thanksgiving, Praise & Worship'. Full video: https://youtu.be/7LDVj1dtJsQ

4267, recorded in Bromley UK, October 1988