The infimum is 1. Here is a construction of a set $E$ and its complement $O$, both of which have thinness 1.
If $\omega\in [0,1]$ is distributed according to Lebesgue measure, define a sequence $(X_n(\omega))$ of independent $0,1$-valued random variables by
$X_n(\omega)=1$ if the $2^n$th to $(2^n+n-1)$st binary digits of $\omega$ are all 0; and $X_n(\omega)=0$ otherwise.
Since binary digits are independent, and distinct $X_n$'s are functions of disjoint collections of digits, the $(X_n)$ are mutually independent.
Let $\alpha=\prod_{n=1}^\infty (1-2^{-n})$. Using the independence, we see
$$\mathbb P(X_{n+1}=X_{n+2}=\ldots=0|X_n=1)=\mathbb P(X_{n+1}=X_{n+2}=\ldots=0)=\prod_{i=n+1}^\infty (1-2^{-i})\ge\alpha.$$
Note that by the first Borel-Cantelli lemma, almost surely only finitely many $X_n$'s are non-zero.
Let $E=\{\omega\colon \text{ the largest $n$ with $X_n=1$ is even}\}$
and $O=\{\omega\colon\text{ the largest $n$ with $X_n=1$ is odd}\}$.
$E$ and $O$ are disjoint sets with union of measure 1 by the above observation.
We claim that $E$ and $O$ are both maximally thick.
Let $J$ be a dyadic sub-interval of $[0,1]$, that is an interval of the form $[i/2^k,(i+1)/2^k]$. We will show that $\mu(J\cap E)$ and $\mu(J\cap O)$ are at least $\alpha 2^{-k}/(4k)$.
To see this, let $n=\lceil \log_2 k\rceil$ so that $2^n>k$. Assume for now that $n$ is even. Then
$\mu(J\cap \{X_n=1\})=2^{-n}\mu(J)$, so that $\mu(J\cap E)\ge 2^{-n}\alpha\mu(J)\ge \alpha 2^{-(k+\log_2 k+1)}$.
Similarly, $\mu(J\cap \{X_{n+1}=1\})=2^{-(n+1)}\mu(J)$ so that $\mu(J\cap O)\ge \alpha 2^{-(k+\log_2 k+2)}$. Both are at least $\alpha 2^{-k}/(4k)$.
If $n$ is odd, the roles of $E$ and $O$ are reversed, but the conclusion remains the same.
Finally if $I$ is any interval, it contains a dyadic interval $J$ of length at least $|I|/4$. It follows that
$$\mu(I\cap E),\mu(I\cap O)\ge \alpha\mu(I)2^{-\log_2(-\log_2\mu(I))}/16$$
$$= \alpha\mu(I)/(-16\log_2\mu(I)).$$
This gives the required thickness.