Does the regular gallery app or quickpic generate a thumbnail
Yes.
is there a setting to prevent them from doing so
Unlikely. Perhaps if you use a file manager in "details" mode, with no thumbs you might get away with having a thumb-free environment. I can sympathize, I hate these, because they usually stay behind when the pics are deleted. Perhaps once the pics are deleted, going to the task manager and Clearing the Gallery or Album app will clean it out, but I have not tried it. I clean-up manually.