I probably am but I don't see why I would want to do that.
If I had to do this I'd have to dedicate a uplink to the thinclient connection, create a portgroup, assign it to that uplink, use a dedicated IP range, configure thin client in that IP range and probably require a router VM that routes thinclient traffic to whatever it is supposed to access. If the thin client is supposed to talk to VMs I could add a 2nd NIC to this/these VMs and connect that to the portgroup connected to the thin client. But that probably creates more problems that it solves.