Some of my cacti have been munched by Thrips, this has left them shriveled and brown in places.

Is it okay to just leave my cacti like this? Thrips seem to have gone after using insecticide.

I would cut the brown shriveled part off the plant. It is dead, and of no further use to the plant. I'd cut it just below where the brown starts with a sterilized knife or garden scissors.
Then let is callous over and there is a good chance it will develop new branches from that cut area. It may do that if leave it like that, but it could also just remain a shriveled up ugly part of your plant.