That wouldnt work for multiple reasons,
A. The thumby doesnt have a part of the micro USB that most devices have so it wouldnt be able to read it, and if it did, the drivers wouldnt fit on the thumby. What you could do is use a device such as a raspberry pi as a mediator that reads the controller data, then sends that data via serial to a connected thumby, but it wouldnt be easy to set up nor efficient.
A. The thumby doesnt have a part of the micro USB that most devices have so it wouldnt be able to read it, and if it did, the drivers wouldnt fit on the thumby. What you could do is use a device such as a raspberry pi as a mediator that reads the controller data, then sends that data via serial to a connected thumby, but it wouldnt be easy to set up nor efficient.