Does Thunderbolts* have a post-credit scene?

Yes. Thunderbolts\* has two scenes attached to its credits, and both are worth staying for, though only one of them moves the MCU forward.

The first arrives early, right after a short montage of newspaper front pages arguing about whether this new team is legitimate. It is pure comedy: Alexei Shostakov, now trimmed down from full Cold War beard to a moustache and goatee, corners a woman in a supermarket aisle and tries to sell her on a box of Wheaties with the team's faces on the front. She has no idea who he is, and walks off leaving the cereal behind. The beat pays off a running line about how you know you have really made it — a line Marvel had already planted in the film's Super Bowl trailer — and it did not stop at the screen: Marvel Studios and General Mills produced a genuine collector's Wheaties box after release.

The second scene is the one people actually mean. It jumps forward fourteen months. Bucky, Yelena, Ava and Walker are living and working out of the tower Valentina rebranded, still unloved by a public that mostly makes memes about them, and legally outgunned: Sam Wilson's Captain America has filed over the Avengers name, and the meeting about it, Bucky reports, went poorly. Alexei's proposed fix is to become the Avengerz, in sponsor-covered racing jumpsuits. Then the alarms go. Something has entered the atmosphere and been flagged as extradimensional. Yelena pulls up its hull, there is a stylised 4 on it, and Michael Giacchino's Fantastic Four: First Steps theme swells.

So stay through both — the mid-credits one is a two-minute joke, the final one is a direct hand-off to The Fantastic Four: First Steps and, past that, toward Avengers: Doomsday. It establishes that Marvel's First Family arrive in this universe from somewhere else, and that the welcoming committee is a squabbling, unlicensed team that cannot legally call itself the Avengers.