Just consider the damage that thimble can do to the rope if it comes loose and the ends dig into the rope. I've seen ropes seriously cut. Thus, there is no way I would consider a knot with a thimble safer. Only if spliced very tightly, and ONLY if a proper rope thimble, not a cable thimble, is used. No sharp corners.
Threading a bit of tubular climbing webbing over the eye before tying the knot increases chafe resistance remarkably. As for knot strength, it probably doesn't matter as much as you'd think--the rope will fail from chafe somewhere else, unless grossly undersize.