Thesis writing can be hard. The first thing to remember about any good thesis is that it makes an argument. It is not a statement of fact. There is nothing to prove. Saying that Sammy quits his job is not a thesis statement, so regardless of what thesis you come up with, be sure that it makes an argument that you intend to prove with evidence from the story.
The second thing to remember about thesis statement writing is that it is okay to be formulaic when writing the thesis. A solid thesis writing style is the "point and counter-point" format. This kind of thesis statement begins by admitting to an argument that you intend to disprove. The second half of the statement is then what your main argument is. Generally, this thesis format begins with a dependent clause, and it is then followed up by the independent clause containing your main argument.
The previous post contains some great thesis suggestions. A couple of them open up the possibility to connect this story to societal concerns or types of government. That is fine, but it's also okay to keep a thesis statement and paper entirely focused on the piece of literature. Regarding "A & P," I've always liked challenging my students to examine Sammy's "heroism."
The girls, and who'd blame them, are in a hurry to get out, so I say "I quit" to Lengel quick enough for them to hear, hoping they'll stop and watch me, their unsuspected hero.
I like asking students about whether or not Sammy and/or his act is heroic. Your thesis statement could be a statement that seeks to prove (or disprove) Sammy as a hero. For example: "Although Sammy is quite certain that his actions will make him Queenie's conquering hero, his actions are neither heroic nor do they prove beneficial to any character in the story."