I think bookmarks are the right way to do this unless there’s some reason for everyone to see the thread pinned. (Or nearly everyone.)
That said, I know we still haven’t restored bookmarks. So maybe it’s better to not unpin things (globally) for the moment. I think it’ll be easier to find discussions you’ve been a part of going forward. The notification features are pretty useful and search is a lot better. But it does take some getting used to.