So, that means my sentence is correct? I thought "thanked" and "grateful" is same, no need to repeat.
How about this:
Susan was grateful that Yuki was a good girl.
Your sentence is okay. Well, your question may lead to a discussion Vincent. To my Turkish ears if you thank someone that means you are already grateful to them but this doesn't me
The lady thanked them and felt grateful (to them).
This reads slightly oddly to me because by the time you get to "felt grateful" you already know that she was grateful (because she thanked them). I would turn it round the other way:
The lady felt grateful (to them) and thanked them.