It is circuitous but I don't know why disabling thumbnails, deleting the folder and re-enabling thumbnails is "bad". Anyway if you don't want to do it then a simple logoff and logon should close any open file handles and allow you to delete the folder.
Alternately you can also try to delete it after closing Explorer (by Ctrl+Shift+clicking an empty area of the Start Menu for example) and then restarting it from Task Manager (Ctrl+Shift+Esc > File > New Task > Type explorer
> Enter).