Padre Pio is an amazing saint who intercedes for us in so many needs. He is one of my favorites. I just visited his shrine in San Giovanni Rotondo and his birthplace in Pietrelcina, Italy; I pray to him often and consider him a spiritual father.
I think the best way to thank him is by doing something merciful or kind for someone who really needs it. You could even make a donation to one of the relief efforts for hurricanes Harvey, Irma, Maria, or something like that. He would essentially want you to pay it forward and bless someone else.
God bless you.