The two are synonymous in some contexts, yes, but not in all contexts.
Grateful sounds better in the particular context you've shown, and here's the reason why:
From grateful - Definitions from Dictionary.com
Grateful indicates a warm or deep appreciation of personal kindness as shown to one: grateful for favors; grateful to one's neighbors for help in time of trouble. Thankful indicates a disposition to express gratitude by giving thanks, as to a benefactor or to a merciful Providence; there is often a sense of deliverance as well as of appreciation: thankful that one's life was spared in an accident; thankful for the comfort of one's general situation.All the best.