Instead of walking through the door. You can stand still by the exit and say thank you(if the block does not last too long), or try shaking their hand. This can seem a little strange, but it is better than walking straight by them and seem like an asshole. If they are polite enough to open the door for you, they might also be patient enough to hear your gratefulness. But that won't happen if you walk by trying to say it, cause they can't see you struggle to say it that way.